External images are not always allowed by the browser's security policy if the blog is accessed via HTTPS/SSL. Beside this, embedding content (e.g. copyrighted images) from external sources is forbidden by law (kind of "deep linking") in several countries. Another point is that usage tracking via embedding of "tracking pixels" would be possible.
This has also the side effect, that the user can be sure that everything visible is fully encrypted.
Note: To ensure best possible privacy all all blog links have the "rel='noreferrer'"-HTML5-atribute which supresses sending a referrer-URL.
Technical note: The rendering is easier if the the image sizes are known in advance and the blogs stays more consitent (in case external resources are unavailable or get removed).