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The recent availability of MHz XFELs has opened up a range of new opportunities for novel experiments but also highlighted the need for systematic measurements of the source properties. Here, MHz-enabled beam imaging diagnostics developed for the SPB\/SFX instrument at the European XFEL are exploited to measure the shot-to-shot intensity statistics of X-ray pulses. The ability to record pulse-integrated two-dimensional transverse intensity measurements at multiple planes along an XFEL beamline at MHz rates yields an improved understanding of the shot-to-shot photon beam intensity variations. These variations can play a critical role, for example, in determining the outcome of single-particle imaging experiments and other experiments that are sensitive to the transverse profile of the incident beam. It is observed that shot-to-shot variations in the statistical properties of a recorded ensemble of radiant intensity distributions are sensitive to changes in electron beam current density. These changes typically occur during pulse-distribution to the instrument and are currently not accounted for by the existing suite of imaging diagnostics. Modulations of the electron beam orbit in the accelerator are observed to induce a time-dependence in the statistics of individual pulses \u2013 this is demonstrated by applying radio-frequency trajectory tilts to electron bunch-trains delivered to the instrument. 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