It's very likely built this way so
a) if you download it the image has the correct file name
b) the source URL is encoded in the query string and you can't abuse Kagi as a 'file host' by just plugging in any URL
It's very likely built this way so
a) if you download it the image has the correct file name
b) the source URL is encoded in the query string and you can't abuse Kagi as a 'file host' by just plugging in any URL