I also think mail clients should do that, or at least offer it as an option. Most mail readers have an option to disable loading remote content, and this would be another little way to make HTML email less dangerous.
I think (or at least hope) that most people are in the habit of hovering over links in email before clicking them. And I really hope that mail readers never start implementing Javascript. As for web apps, that's the Wild West, and a small fix like this isn't going to tame it.