This study aimed to address three questions in AI-assisted COVID-19 diagnostic systems: (1) How does a CNN model trained on one dataset perform on test datasets from disparate medical centers? (2) What accuracy gains can be achieved by enriching the training dataset with new images? (3) How can learned features elucidate classification results, and how do they vary among different models? To achieve these aims, four CNN models—AlexNet, ResNet-50, MobileNet, and VGG-19—were trained in five rounds by incrementally adding new images to a baseline training set comprising 11,538 chest X-ray images. In each round, the models were tested on four datasets with decreasing levels of image similarity. Notably, all models showed performance drops when tested on datasets containing outlier images or sourced from other clinics. In Round 1, 95.2~99.2% accuracy was achieved for the Level 1 testing dataset (i.e., from the same clinic but set apart for testing only), and 94.7~98.3% for Level 2 (i.e., from an external clinic but similar). However, model performance drastically decreased for Level 3 (i.e., outlier images with rotation or deformation), with the mean sensitivity plummeting from 99% to 36%. For the Level 4 testing dataset (i.e., from another clinic), accuracy decreased from 97% to 86%, and sensitivity from 99% to 67%. In Rounds 2 and 3, adding 25% and 50% of the outlier images to the training dataset improved the average Level-3 accuracy by 15% and 23% (i.e., from 56% to 71% to 83%). In Rounds 4 and 5, adding 25% and 50% of the external images increased the average Level-4 accuracy from 81% to 92% and 95%, respectively. Among the models, ResNet-50 demonstrated the most robust performance across the five-round training/testing phases, while VGG-19 persistently underperformed. Heatmaps and intermediate activation features showed visual correlations to COVID-19 and pneumonia X-ray manifestations but were insufficient to explicitly explain the classification. However, heatmaps and activation features at different rounds shed light on the progression of the models’ learning behavior.