I maintain that this is an inconsistent approach.
If the images, local or remote, appear in the Preview Window, then they should also be available for including in the PDF, since this is
the only recommended procedure to print the ePub from Calibre. I can spot much faster errors on the printed material than on the computer screen, so I print at least once the ePub.
Then come the reasons for including the option of Tools->External...->Download... Surely, to include them in the ePub, but nevertheless...
If the author of Calibre wants, he can simply cross the remote images in the Preview Window by a red line or write thereupon ONLINE in flashing orange
, in order to suggest these are remote and not local.