The "save image as" is disabled. So you can't do that on RJ using a Mac.
However, you can do a screen capture (as someone else posted above) or use "Grab" to copy part of the screen. "Grab" is in your Utilities subdirectory.
As to whether pictures should be saved or not due to the philosophy of RJ, implying members shouldn't be objectifying other members.... Sorry, get real. I'd say over 3/4 of the profiles have "objectifying" pictures, washboard abs, pecs, biceps. If you post a picture like that, you want to be objectified, and if people feel the desire to save them for that reason, or any other more benign reason (like you'd like to have a picture of a Buddy), so be it.