Legal considerations aside, I think it would be useful to do so something in this area.
However, I tend to say that the solution is rather asking the user for a specific opt-in to display external media. A number of German websites I visit have adopted the practice of specifically asking users for this (example below).
I think on top of this, having static image previews served from the Discourse host directly would be nice, but tend to say the actual opt-in is the more important step.
Example (Golem.de, German IT news website):
Article: Minecraft-Version des Minecraft-Filmtrailers erobert Herzen
Without external media opt-in:
With external media opt-in:
