Weird. I would guess that would be browser/configuration dependent? I use firefox for this, and whenever I load up a flash movie (to be honest, I haven't tried it with anything else), it sits in ram until it's loaded, and then it gets cached in /tmp as a file named something like Fla[0-9a-z]+ .
In about:config there's the options:
browser.cache.memory.enable
browser.cache.disk.enable
and related settings. Disabling the memory cache might let you grab it.
If I get the spare time today, I'll see if I can't get the swf to pull out.
