One of the many reasons I love Little Snitch [1], which among other things is great at notifying you and allowing you to block requests for external resources when reading mail.
I'd prefer my email client to not load external resources at all. If it attempts to do so (and I have to use a separate firewall to prevent it) I'd consider the email client defective.
https://www.obdev.at/products/littlesnitch/index.html