By default, an image inside an email body is not a true file attachment that's why it is not saved, generally it occurs with the emails sent from an iPhone / iPad. You can force Automatic Email Manager to save image inside the email body like a classic attachment.
Click on top menu 'File', then 'Options'.
Click on section 'Email attachment'
At bottom of the screen you can use the field 'Some malformed...' and add the file extension: jpg