Load Remote content

It'll be no different than what you had on your previous OS.

The system loads the remote content through two independent relays to anonymize your request.

Using a VPN will prevent that from happening, but that would be anonymized anyway.

Another thing that would prevent it is some sort of ill-advised internet security software.

It’s under the privacy tab in Mail settings. You have to disable all of the options on that page.

Something in your network settings are preventing mail from loading remote content automatically through the double relay anonymizer.