How do I load email images in 15?

timpennington1 wrote:

I would like mail to load images in emails; I do not see a setting to turn on/off "Load remote images"

Open mail app select Mail>Preferences>Privacy disable “Protect Mail Activity” / “Hide IP address” / “Block all remote content” —content for the email will load automatically

https://support.apple.com/en-gb/guide/mail/mlhl03be2866/15.0/mac/12.0

I have same issue and disabling all Privacy settings does resolve it, but that leaves me unprotected. Isn't that a problem?