Pressing “X” with your point at the file should essentially do this, no? Well, at least give you the option to open said file in an external program. Otherwise, yes, pressing “RET” will assume you want to open it in emacs, I think that is sane. But like BeetleB says, I have no issue opening an image in emacs (unless I’m on windows)

That said, lack of sane defaults elsewhere is indeed a bit frustrating, (see: littering backup and auto save files everywhere. It would be much nicer to throw it in a ‘temp’ directory within .emacs.d or similar)