I'm not sure that would be possible, since SVG files can link to other images which would not be found if the main file was copied to another folder.
A proper SVG plugin would solve this, but supporting the format is a huge amount of work and there are still no good libraries for it that I know of (ones which handle rendering the vectors to the screen, not just decoding the input to a list of primitives).
If someone with a desire for that, and better knowledge of that space than us, wants to write a plugin, we'd be happy to assist, of course.
I'm not sure why Internet Explorer locks SVG files while it displays them, but we don't have much control over that.
Maybe Edge Chromium will work better when we switch to that for things we have been using IE to display. (But that is definitely not ready yet. All the proof of concept code we had written to use the new WebView was broken by Microsoft pointlessly renaming and changing all their brand new APIs, which means we're not going near the new WebView again until it's out of beta.)