I've had a look at the recording, thank you for sending this. What you're experiencing is a known limitation where images cannot be added to lists in the rich text field.
We have discussed this at greater length in the following thread, where it is being tracked as an open feature request. Though we are likely to work on this as we are planning a overhaul of the rich text editor:
The solution for now is to make sure the image isn't added inside the list, but to make sure it's added between list items instead. Even better would be to use slices and model it as so: