One of the Most Stupid things I've seen on a computer

Got this in my Hotmail browser today when I opened a message in my junk mail folder

NOTE:To help protect your privacy (more info) Hotmail blocked images in this message.Click here to show blocked images.

Can somebody please tell me how blocking jpg images protects my privacy???? If they really wanted to protect my privacy maybe they wouldn't have added my name to the hotmail member directory so I can penis enlargment adds and breast size increasment spam. That's gotta be up there with the more ignorant things I've seen, but then again I haven't slept much so maybe someone has a reasonable explanation.