Hmmm if I understand this correctly although part of the broader problem I think there are different concerns

Yes using the internets leaks your IP all over the place

Yes downloading images leaks your IP

A specific concern with connecting to untrusted relays is associating your nostr pubkey with your location and movements 

This doesn't need to be fatal, ppl can use a trusted proxy relay either personal or public like filter.nostr.wine which does all the inbox/outbox stuff 

Sure VPN / tor is better for privacy but it's good to have options