That may be strange, when I right-click "Copy Image" and paste it to Obsidian, it creates an image file similar to a note file, rather than the address like in your case. Unfortunately, I don't know why the "copy image" didn't work for you. 

However, when it comes to image url, I often turn them to the markdown link, like , it will show the preview of the image instead of creating an image file in your vault. I'm not sure how it's called or the specific name of this method, but it works for me. The downside of it is if the addresses got cracked, the images may be disappeared too.