I have exactly the same problem and I am not able to find a solution
when an e-mail contains images, I do not see them (I have a link named by the name of the file) and I do not have to button "load images"
in the preferences, I have "deselect 'display remote images in html messages" unselected (but when I try to select it, it doesn't change anything ....)
It seems that it doesn't not happen for every email containing images but I was not able to discriminate in which case it happens and in which case it does not...
Any help would be welcome I am completely clueless ...