The only way I see to mark something as spam is to select the message. Well, that “opens” it and sometimes that sends a message back to the spammer (so I’ve heard). Is there any way to CTRL + Click to mark it as spam?
Personally, I don’t worry about this potential problem. With the initial SpamSieve training, you will be bulk-selecting messages and thus not displaying them. Afterwards, you’ll only be training it with the rare spam messages that get through, most of which don’t have remote content, anyway. Since you won’t necessarily know before viewing which messages are spam, the only reliable solution is to turn off display of remote images in your mail program. In Apple Mail this preference is called “Display remote images in HTML messages.” So I would either do that or not worry about it.
Thanks!
Thanks 
That was so helpful, appreciate it!