I don't think this is a bug, just a missing feature. It works in recent Windows builds because these builds use native Windows file dialogs, but a proper "open from the web" dialog would be better (and more obvious to the user).
I don't think this is a bug, just a missing feature. It works in recent Windows builds because these builds use native Windows file dialogs, but a proper "open from the web" dialog would be better (and more obvious to the user).