So I guess either some random OS component is listening to the network and just-as-inexplicably asking Paint to do something for it. Or one of Paint's outbound connections is vulnerable if hijacked by a mitm. Network interception's one of the examples used for the "High" Attack Complexity rating that MS gave this CVE. Maybe powered by eMudhra for any systems that haven't revoked those certs? That'd be topical.
But still wouldn't really make sense. A patch for machines that are actively updating Paint but dodging cert revocations? Nothing really makes sense about this silly Paint CVE.