Gmail has a function that proxies the loading of images. When it is turned on, the moment you click "show images" in an e-mail you have received in your Gmail, you get to see the image stored in Google's proxy server, which it in turn has loaded from the original (external) location.
One reason for this function to exist is that it protects you against tracking by senders: they might include an image link in an e-mail that records the time and location of the recipient when you load the image. That should not be possible with Google's proxy in between. Or should it?
If Google only loads the image into its proxy at the moment you click "show images", then the sender will know that you have seen the e-mail, and when. Or does Google load the image earlier, as soon as it receives the e-mail? That would be much better.