When evaluating potential abuse by bad actors it's probably not worse than external images (you can already include malicious images in your post to collect user information), but when it comes to privacy this could be concerning if you have links to social media which will be able to collect the user IP without them clicking the link.
This could also use a lot of data (thinking of mobile connections) if a discussion is filled with links that return large amounts of data. In particular if the links point not to a page but to an image, video or file.
Without radically changing how the extension works, you might be able to perform a HEAD request instead of GET to reduce the amount of data used?
