Not loading cross-domain images in e-mail messages is a standard privacy feature e.g. in Microsoft Outlook. (Indeed, that means that Microsoft Outlook does not allow any external images, only attachments).
The workaround, to save as a HTML document and view in browser, should work. If the images are important and viewing them stand-alone makes sense, the user can also use the URL from image properties. Therefore I do not think this particular problem is worth fighting with for off-line Web applications. IMHO, Chris