The sender wouldn't know who you are if they sent the same asset URL to everybody. They make each one unique so that they can tie it to a single recipient. Which means that Google can't cache it for you since it wouldn't know what part of the URL is there to track you and what part of it is identifying the asset on the server.

What Gmail does for me is that it won't show any images unless I click "Show images" at the top of the email.