Hi,
That’s by design (currently).
A future version may also rewrite all your image paths in the HTML file, and create a folder with all the referenced images, but I don’t have an ETA for that.
In the current version, if your images are locally stored, you can export the HTML file to the same directory that your markdown file is in and the URLs should work as expected, or you can copy your images to the location of your HTML file. Or you could do a find and replace on the HTML file and change your image paths.