Yes... it's something that makes sense and I've even thought about it. The issue is that the web systems for resizing the image and reducing the size are not of very good quality. Even the most basic image editing programs are better at doing this than online systems.
You can easily convert them online to different formats with smaller size, usually .jpg takes less space and .WebP even less.
There are several free open source tools for image compression, one of them is Squoosh, and other alternatives are Caesium, ImageOptim, etc.
https://github.com/fhanau/Efficient-Compression-Tool