Ultimately, when I see an image or video thumbnail on Reddit, I don't want anything else with it. I want a direct image/video link. Ideally they'd be part of the native experience and not need to punt me elsewhere. There's really no reason Reddit shouldn't fully own those experiences beyond perhaps wanting to save on hosting/processing.
I'm also troubled by the increase of ads appearing in the feed vs. elsewhere. They are clearly watching Facebook and Twitter closely with their push towards a more curated algorithmic feed that allows for more/better ad insertion, vs. focusing on giving users more control of the feed.