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Steps to reproduce
create a list by typing 1. enter 2. enter …, and paste a image between 4. and 5.
In other markdown flavors, numbered lists start with the number of the first item and increase by one from there on. So your example works in most other markdown flavors. Just my 2 cents
Works as it should here (both with breaking/not breaking the list). If the image should be shown under (4), it might need to be indented (I used 3 spaces). To forcibly break the tight list, I used a HTML comment <!-- --> after the image.
Linux Mint 20.1/Cinnamon, Obsidian/AppImage 0.11.9 (installer 0.10.11).