Gmail auto preloads (via their servers) all images in emails. You can turn it off though.
(lots of sources on internet about this, http://www.guidingtech.com/13461/gmail-always-display-images... for example)
It's a terrible setting, it should just be 'always ask'. Is there a legitimate use I'm missing? The only thing I can think of is for spammers to track if their spam went through, marketers of 'legit' mail to track the same thing, or a backdoor way to implement the atrocious 'read receipt' feature. None of those is at all beneficial to the user receiving the message.