Well, I mean, they're presumably also keeping all of the messages you ever sent (for "quality assurance" purposes of course), so the privacy aspect certainly can't be the point of contention here.
The bandwidth usage on the other hand is a different question, this essentially allows a reflection-style DoS against any HTTP server hosting large-ish files. Presumably you can stick nonsense query parameters after the URL just to create distinct URLs for the single largest file you found?