If you click on the image, which is a link, it gives you a sign-in form.
Sure, the three dots are there to click; but "Download Image" is the only function listed. Why wouldn't it just be a download button...
Edit: And it's truly a 'download' versus viewing it directly in the browser...
Alternatively, (shift) right click and choose “Inspect Element” to open the browser dev tools. The element covering up the image will be selected. Delete it. With it gone, you should be able to interact with the image itself; right click on it and view it or save it.
However, the point is that you shouldn't have to do any of this. Pinterest took a normal browser behavior, co-opted it, and moved it behind a menu even though it's the only function available in that menu.
My guess is more options become available if you're logged in.