Confluence Export to Word functionality results in missing web images in Word document

Steps to Replicate

1. Create a page in Confluence.
2. In the Editor Toolbar, choose "insert files and images".
3. In the "insert files and images" form, choose "Images from the web" and then add an image from an external URL
4. Save the page and hit Export to Word.

Expected Behaviour
The image appear in the Word document.

Actual Behaviour
The generated Word documented doesn't have the image.

Notes
Export to PDF display the generate the image correctly.

Workaround
One: Save the Generated Image as an attachment

1. Save the generated image to your computer
2. Attach the image you saved to the page
3. Insert the image using the editor
4. Export the page to Word

Two: Export as PDF, and then convert to Word
You can also export the file as a PDF, and then use Adobe Acrobat (the full version of Acrobat Reader) to convert the file back to a Microsoft Word compatbile format.