Pictures saved in IE?

What device are you using? I am able to save .jpg pictures on my Windows Phone or in my OneDrive account when I find pictures on websites using IE mobile.
 
Image saved with name "C__Data_Users_DefApps_AppData_INTERNETEXPLORER_Temp_Saved Images_xxxxxx" not file name. Sometime saved file .jpg or .png.
Why .wdp?
 

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