It would be a nice little feature to have your image viewer of choice pop up somewhere down in the Export menu, but making such exported file a temporary one. The reason behind this is the following: at a given moment, I may have two or three screenshots to simultaneously deal with in Gwenview (which automatically opens on Export > Gwenview as of now). These screenshots are short-lived in my use case, meaning the moment I close them I won't be ever using them again. It's a hassle to be deleting those files after the disk gets progressively filled with them. Moreover, I may or may not delete some important files in the progress (deleting loads and loads of files will do that to you).
We used to do this, but people ran into many issues of not being able to find their screenshot after saving it in the program it was exported to. So I'm not sure this is a good idea to go back the old approach, sorry. Better to slightly annoy you in the case where you don't care about the temp file, than risk data loss.
*** Bug 449030 has been marked as a duplicate of this bug. ***