Not so much a question as a (I hope) helpful tip for anyone who needs it.
I'm playing the game through the itch app, which sandboxes the game. As such, when I was trying to "Copy photos to desktop" within the game's photo album, I couldn't find those files on my normal desktop. After a bit of head-scratching, I found them in the itch sandbox folders, which on Windows is at C:\Users\itch-player-XYZ\Desktop\.
More info on the location of those folders on other platforms here.