What figure format do you prefer for doing peer review?

Springer Nature recently switched to a system where, as a reviewer, I seem to be getting all of the image files as separate documents. I’m wondering how many people like this option when reviewing papers versus finding it annoying.

In my opinion, manuscripts should be formatted to be easy to review. Then when they have at least made it to the revision stage, copy editors can request the authors re-format the manuscript.

This post was inspired by a post by Meghan Duffy, who asked where in a manuscript do you prefer figures? But that post assumed that they would be in the same file, to begin with.