Location of new text-to-image generated images

I tried the new text-to-image function to generate some backgrounds in my design. Now I opened the file on another computer and had to realize, that InDesign saved the files to the local "Documents" folder on my machine. Is that intended behaviour?

I think it should have embedded them or at least save it to a subfolder near my .indd file.

I could not find any options to change that behaviour. Am I missing something? If I have to move them manually every time I create an image, I will definitely sometimes forget ...