When saving an image with the right click menu item "Save image to ..." (your default download folder) the "Where from" metadata field is missing. However, if the image is dragged to the finder or is saved via the "Save image as ..." method, the field is correctly filled. I've tested this on several sites and with several download folders (on both internal and external HDs), all with the same results.
<rdar://problem/10616551>
This is an issue in Safari, not in open source WebKit code, so I'm closing at as INVALID per our policy. I have copied it to Apple's internal bug tracking system, so that engineers working on Safari could investigate. Thank you very much for the bug report!