Look at all sizes in flickr, right click, copy image location, photo uploads. Try the same thing with photo from another thread on this site, get Same result from copy image location or copy link location. But if I click on that link, I get the file.
Yes, this is valid behaviour. From Flickr, it is uploading a URL that ends with jpg. From the forums, it is attempting to attach a PHP file (since the PHP is wrapped around the JPG), which is not a valid attachment. The link that is left behind (that works) is likely the default behaviour when an attachment from URL is attempted but fails -- so it posts the URL instead.
OK, thanks. I've tried to save the reply so I can find it next time I get the same question, which is about once a year, so I'm done with this.