[lgats]

using "filename" within the "Content-Disposition" header, you could theoretically trick a user into downloading a non-image file despite the url containing lisa.jpg

I think certain browsers have security limits on the file-extensions you download, which may include when image->"save as" is used.

[chunkyks]

Don't forget that you can literally concatenate jpegs and zipfiles [header at start of jpeg, but at end of zipfile], so the valid jpeg can also be a valid zipfile.

Combine that with something like Safari's insistence at automatically exploding zipfiles on download, and you got yourself a party.