Mail doesn't 'Load Content Directly'

I can’t remember if this was part of Monterey, but go to Mail Preferences, Privacy and deselect all of the checkboxes under Mail Privacy.

Your network settings prevent loading remote content through the double-relay anonymizer scheme, so with those settings enabled, it doesn’t load any remote content (website-based references).

The normal cause is use of a VPN. In that case, you don’t need those protections.

You are no worse off than the previous OS. If a scammer sends remote content in an email and it load automatically, they will know your email is valid.

A Virtual Private Network is used to allow external access to an internal network. All traffic is routed through that network and essentially becomes anonymized.

They are primary used by companies and other organizations to allow employees access to the network from outside the office.

The internet scammers have latched onto it as a way to trick people into routing all of their internet activity through their VPN to package all of their victims’ surfing habits into a complete product to sell. They use fear, uncertainty, and doubt to convince the poorly informed that there are bad guys everywhere listening in on their internet connections. If you use their VPN product, you will be protected from those other bad guys.