The only time I got a photo in DMs was when Nicole switched from text to photos.
In all seriousness, disabling Pictures in DMs will prevent Spam, Trolling and NSFL pictures that could be sent to bother people.
In my opinion, there is really no use case for pics in DMs for Lemmy.
it depends if your Lemmy instance is configured to copy and host images, or proxy images (in which case they won’t get your IP but they’ll know when you look), or neither (they get your IP if they’re running their own instance or self-hosting the image itself)
I just sent myself a PM to test:
programming.dev shows the image as hosted from retrolemmy.com
it might also be currently bugged: https://github.com/LemmyNet/lemmy/issues/5538