I don’t want to load remote images in Mail… Can’t setup...

Remote content will still load when Protect Mail Activity is enabled. However, the remote content is loaded privately. Clicking on Learn More hyperlink in the settings explains how it works a little more:

"

Mail Privacy Protection

Emails you receive may include remote content that allows the email’s sender to learn information about you. When you open an email, information about your Mail activity can be collected by the sender without transparency and an ability to control what information is shared. Email senders may learn when and how many times you opened their email, whether you forwarded the email, your Internet Protocol (IP) address, and other data that can be used to build a profile of your behavior and learn your location.

Protect Mail Activity helps protect your privacy by preventing email senders, including Apple, from learning information about your Mail activity. When you receive an email in the Mail app, rather than downloading remote content when you open an email, Protect Mail Activity downloads remote content in the background by default — regardless of whether you engage with the email. Apple does not learn any information about the content.

In addition, Protect Mail Activity routes all remote content downloaded by Mail through two separate relays operated by different entities. The first knows your IP address, but not the remote Mail content you receive. The second knows the remote Mail content you receive, but not your IP address, instead providing a generalized identity to the destination. This way, no single entity has the information to identify both you and the remote Mail content you receive. Senders can’t use your IP address as a unique identifier to connect your activity across websites or apps to build a profile about you.

You can disable Protect Mail Activity at any time in iOS and iPadOS by going to Settings > Mail > Privacy Protection, then tapping to turn off Protect Mail Activity. On Mac, go to Mail > Settings > Privacy, then deselect Protect Mail Activity.

If you choose to disable Protect Mail Activity, the Hide IP Address feature will still mask your IP address using the same two-separate-internet-relays design. You can disable Hide IP Address at any time in iOS and iPadOS by going to Settings > Mail > Privacy Protection, then tapping to turn off Hide IP Address. On Mac, go to Mail > Settings > Privacy, then deselect Hide IP Addr

ess."

mrstee wrote:

So using “Protect Mail Activity” does NOT load remote images. There is no option in the individual mail message to Load Images using that option-do I understand that correctly?

If I choose to Block All Remote Content it blocks loading remote images in Mail and again, there is no option on the message to Load Images like the other option… Correct?

So this is a change from how it was handled before. Change is hard the older I get! Thank you.

This is now handled somewhat automatically via Mail Protection Privacy. If you have that selected in Mail's privacy settings, then your privacy is protected by privately downloading remote content.

If you don't want to use the new Mail Protection Privacy you could disable it and then select the option to Block All Remote Content so it won't even load using Apple's private downloading capabilites.