This also a HUGE issue if the next message is a phishing email that was not caught by a spam filter. If allow remote content is also turned on...NOT good! I speak from experience. Outlook does this same thing and its junk mail filtering sucks.
What happens when that next message is a phishing attempt that was not caught by junk/spam filters, and your download remote content automatically is turned? This happened to me and the result is not fun.
