I am working with modules, but I guess this question is valid with any abelian category.
Let $R$ be a ring, and $F$ a covariant functor. Let $M$ be an $R$-module and $N$ a submodule of $M$. Looking at certain examples (like the $\cdot \oplus A$ functor, or the $\operatorname{Hom}_R(A, \cdot)$ functor, for a fixed $R$-module $A$), I am tempted to say that $FN$ is a submodule of $FM$, or at least that $FN$ embeds into $FM$ in a very natural way: with the homomorphism $F \iota$, where $\iota : N \longrightarrow M$ is the inclusion. This is true if $F$ is left exact, or more generally if it preserves monomorphisms, but it is always true?
If $F$ is instead contravariant, there seems to be no sensible notion of how $FN$ and $FM$ relate to each other in terms of inclusion.
I believe there is no reason for my first question to be true, but I cannot think of a counterexample. Also, more informally, I was wondering why it doesn't work. What I mean is that we define a functor with some "structure-preserving" properties, so that we can use it to study our objects. Then why isn't such a natural relation as inclusion be preserved by a functor?
I assume $F$ is a functor from modules to modules. A typical example is $M \otimes_R (-)$ where $M$ is a right $R$-module: this is a functor from left $R$-modules to abelian groups. It preserves monomorphisms / injectivity iff it is exact (for this we need to know that the functor is already additive and right exact) iff $M$ is flat, and there are many examples of modules which are not flat.
Perhaps the simplest one is $\mathbb{Z}/2\mathbb{Z}$, or more generally any abelian group with nontrivial torsion, as a module over $\mathbb{Z}$. The corresponding functor sends an abelian group $A$ to the quotient $A/2A$; the quotient map $A \to A/2A$ is the universal map from $A$ to a $\mathbb{Z}/2\mathbb{Z}$-module, or equivalently an $\mathbb{F}_2$-vector space. And this functor does not preserve the inclusion $\mathbb{Z} \subsetneq \mathbb{Z}[1/2]$, because the latter is sent to zero.
The practical case is simply that there are many useful and interesting functors arising in practice, such as the one described above, which don' t preserve monomorphisms, so we don't want preserving monomorphisms to be part of the definition of a functor. There's more to say here but mostly it's a matter of getting more experience with how category theory works.