When you mean ‘your small site’, do you mean every Discourse user who self-hosts? Or just the hosted Discourse instances offered by the devs?
As a different viewpoint: I prefer to have all remote images downloaded to me if the poster of the image wants that. If they don’t want their image on my server, I am okay with that too, and I’ll honor that. If imgur has a hiccup or ever goes down, then my inline images become broken. Pushing a hosting responsibility away from me and onto a third party leaves the chance that I have no control over what happens to the images served from that third party.
But I do agree there should be an option if an admin wishes to serve images from imgur or any other third party. And I also agree if a well-known site serves https, then it should reflect with links in the conversation to make sure the connection is always secure.