Hello Chilly999,
To clarify, are you receiving the message, 'Unable to load remote content privately' at the top of an email?
If so, you can tap Load Content to display the content.
"Mail Privacy Protection in iOS 15 and iPadOS 15 hides your IP address, so email senders can’t determine your location or link it to your other online activity.
In some cases, Mail isn’t able to download remote content in an email in a private way. This may happen if you’re using a Virtual Private Network (VPN).
Mail won’t load this content without your permission and instead notifies you that it's unable to load remote content privately.
You can tap Load Content to bypass the warning, and allow Mail to receive the remote content without using Mail Privacy Protection. If your device is using a VPN for this content, the content will be loaded through the VPN rather than through Mail Privacy Protection."
More info found here: If you see 'Unable to load remote content privately' at the top of an email
Turning off Mail Privacy Protection and its features should not cause you to be compromised. "It hides your IP address so senders can’t link it to your other online activity or determine your location. It also prevents senders from seeing if you’ve opened the email they sent you."
Click here for more details: Use Mail Privacy Protection on iPhone
We hope this helps.
Take care!