In fact, Docker works through the application of layers that are added to the base image. Since you need to maintain consistency between all of these levels, you cannot create your first image on a moving target (i.e., in your recordable file system). Thus, you need a read-only image that stays the same forever.
Here is an excerpt from the Docker image documentation:
Because Docker uses the Union file system, processes assume that the entire file system is mounted read-write. But all the changes go to the topmost layer that is writable, and underneath the source file in read-only mode remains unchanged. Since the images do not change, the images have no state.

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