Maybe it is rather a feature than a bug but it looks strange in my opinion: sometimes, you want to paste data.
BTW, even if it is a feature, if the empty file is not already saved, the "Insert Graphics" dialog box is open with the (right) absolute path of the previously saved image already filled but, after pressing "OK", the absolute path in \includegraphics
is wrong: the leading slash of is missing (e.g. home/bitouze/Images/screenshot001
instead of /home/bitouze/Images/screenshot001
).