I think this article is fascinating and can show you to to protect your privacy when reading HTML email
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When you are reading an email message (and nobody is gazing over your shoulders), no one knows what you are doing. Right? Unfortunately, this could be wrong.
HTML Return Receipts: Web Bugs
The use of HTML in email messages allows for flexible, pretty and useful formatting. You can even include pictures inline in your message easily.
If these inline images are not attached and sent with the email message but kept at a remote web server, your email client has to connect to the server and download them in order to display the pictures.
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