I've turned on the HTML viewing for my messages so that by default I see formatted text and images.

However, I don't think this setting should be applied to messages in the spam folder. I went there to review my spam and was surprised to see images load (as I don't normally have that enabled for spam) and then realised it was because I had turned on HTML viewing.

For the obvious reasons it isn't desirable to download remote content in spam messages by default.