Often new users will upload screenshots to e.g. dropbox, instead of embedding in the post.
If embedded in the post via the button in the toolbar, SE will upload the image from the existing host to the default imgur host. This takes the image out of the OP's control, e.g. they can no longer delete it from the internet if they wish (as they could if it were solely on dropbox).
On the other hand, if embedded via manually entered markdown as a hotlink, e.g.
![some description](http://somehost/someimage.png)
Then the screenshot will disappear from the post if it's deleted or the host stops hosting it.
Which is preferable? Is there any legal issue here? (uploading OP's image to SE's imgur host without their permission?)