Hi Marcel,
Welcome to the community!
We have been made aware of this issue recently and have been discussing it.
This will not be a high priority, for now, because we are planning on revamping the Rich Text editor entirely, which will resolve this and improve the writer experience all round.
So for the moment it won’t be possible to add images in list items, until we make these all round improvements.
If/when we have any updates about this issue we will update you in this thread. 
Thanks.