Everyone always is because why on earth wouldn't this be blocked?
That wuzzie has contacted OpenAI about this multiple times and gotten companies like Microsoft to say, "you know what, 3rd-party images are things that nobody allows in most contexts and it shouldn't be enabled in places like Bing chat" and OpenAI in particular seems to have consistently decided that it's a core part of the chat capabilities for some reason -- it's on of the reasons why I say that OpenAI does not take security seriously.
It really should not be a debate whether or not remote images should be blocked from markdown. Your email client blocks remote images. Most forums either block remote images or proxy them. There is no reason at all for ChatGPT to have that the ability to display them.
Every company makes security mistakes, that's not a problem; it's when a company doubles down on security mistakes that their attitude about security becomes apparent.