I don’t think there is anything compelling you to use the WordPress Media Library, if you find that awkward. Images just require a URL to link to them, they can be anywhere.
For myself, I don’t routinely blog, but I do routinely make pages with MultiMarkdown. I upload images via FTP to a folder on the server. My client software lets me save FTP locations as droplets—basically you drop a file on the icon, it uploads, and as a final step it places the WWW URL on the clipboard, meaning that I fire off a file to the server, and by the time I’m done typing in the image caption, the file is uploaded and I can press Cmd-V to paste the URL, then close off the syntax with ‘)’.