Create a document, Prefer Linked and drag a vector from Pixabay to the document. First, you have no "Open Stock URL" button for this (I am not sure if there was a button in older versions). Second, the filename is a bit exaggerated, normally the shown cutie's name is bald-eagle-309003.svg. Third, the path seems strange to me. Why AppData\Local\Temp? Is this a permission thing?