One thing you can do if you want to avoid having to save the file is just copy the image link, then go into Photoshop and from the file menu -- File > Open (or Ctrl + O) and paste the url directly into the filename field, click "Open". I know that this works on Windows 7 and 10, not so sure on OSX With this method, you're still downloading the image, but it's going into your temporary images so you can avoid cluttering your desktop or downloads folder. Hope this helps someone. FYI: I know this is an old thread, but it places in top search results.
... View more