Extra features

I wish that in the future, when taking a rich note, especially from a website, I might automatically include also images instead of copying them separately to paste later.
However, I fear that this doesn’t depend from Devonthink itself, but rather from OsX current settings.

Correct. DEVONthink always uses the best data type available meaning that if a browser delivers RTFD contents (e.g. RTF+images), the application uses them of course (and not only RTF).

Do any of the current crop of browsers deliver RTFD?

OmniWeb sometimes but this depends on the page layout.