The Atlassian documentation currently mentions this:

You can add file and image attachments to any issue. To add an attachment when you first create an issue, copy a file from your computer and paste it directly in the Create Issue dialog.

• • https://confluence.atlassian.com/jiracoreserver076/attaching-files-and-screenshots-to-issues-945112322.html

The problem is that this is not true. You cannot simply "copy a file" and "paste it in the dialog"

For images, in order to copy/paste, you must first open the image file and copy the actual image itself.