Hi Gabriel,
Happy New Year. Hope it was a good one for you.
The Known Issue article you reference is showing as Status: Fixed. Not true. It isn't completely fixed. Saving emails or attachments does seem to be fixed. However, I can still reliably recreate this problem on Version 2313 (Build 17126.202126 Click-to-Run)
In Outlook desktop, open an email with an inline (embedded) image. Left click to select the image, Right click and choose "save as picture".
Connecting popup box appears and remains on screen for 20 seconds before the Save As window appears.
Curiously this seems to be a one time event if, and only if, you actually save the image to a folder. Choosing a different image in the same email after that and repeating the steps produces an instant Save As window.
But if you don't save the image on the first attempt, i.e. you just wait for the time out of the Connecting pop up and then cancel the Save As window, then the bug remains on all subsequent iterations until you do save the file.
Is it caching a location after you save?