It means they have stored the image in a not
publically accessible server. Yahoo mail, of course, can access all
their proprietary servers. This is mainly a way to "encourage" you to use Yahoo 'services', including any ads they think you would enjoy seeing.
That insurance company is probably even paying Yahoo for this 'service'.
I would let the insurance company know that there is such a thing as "user-friendliness" and doing things this way is not helpful. I suspect they will say this is a "security" solution.
You might also be ready to be scolded for using a non-Windows app.