Is there a way to not add background to user's local drive when setting?

Hey folks, I notice that when I set a background from Pexels or the Warmly zoom app it adds a backgrounds and effects. Is there a way to not add the background to the user’s local drive like the below? What folder is it in? And if we have to add a background to the local drive like the below is there anything on the roadmap that would prevent this from happening down the road?

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