It's not really a downloadable image. It is a way you can quickly insert it to a blog/forum or embed it on a remote site (with the options at the top of that panel).
Have you tried rotating the board before doing the share link? (that's what I did for the below).
On a chess.com analysis board, one can click on the download button (below the "Previous Move" button), go to the Share option (three dots connected by lines), and find a downloadable image. It is from white's perspective.
Is there any way to generate the image from black's perspective?
Thanks!