So... you go to a website that has linked images (Like this one or the BBC).
Your browser connects to the websites where the images are stored in order to retrieve/display them.
This is recorded so the police/GCHQ/random hacker can look at what sites you've been visiting.
Am I the only person who can see a problem here?
(No, I really don't think they'll put in any form of failsafe to filter out such connections).