Lion Mail image persistence

Question

I prefer not to automatically load images, to discourage spam.
So, when a message arrives, I click "Load Images", and they appear.
All good, so far.
But as soon as I move away from that message, the images disappear again.
This has only been happening since I upgraded to Lion.
In previous versions of Mail, images would persist once loaded.
Not a major issue, but annoying, and I can't see that anyone else has reported it.
Am I doing something wrong?
thanks,
Paul.
iMac 2011
OS X 10.7.2

Answer 1

They are being sent to the All Mail folder.  The inbox is pretty much unaffected.
I don't want to hide the All Mail folder and forget about it.  I am after the messages gone forever.  Especially from the All Mail folder.
I'm the kind of person who uses email like sms.  I use it to contact people annd delete 95% of the messages after reading.  I don't want them archived.  I don't want them stored in the All Mail folder.  I want them totally gone.
And yes it seems Mail is downloading all my messages over and over.  So my question is how to stop the messages being stored/archived and to instead be totally deleted.
In the gmail settings I found:
Auto-Expunge off - Wait for the client to update the server.
When a message is marked as deleted and expunged from the last visible IMAP folder:  Immediately delete the message forever.  Instead of archiving it like I had set before.  I'm not 100% sure if that'll fix the issue I am having.  I'm sure you'll be able to tell me if I am on the right track.
And thanks for the quick reply.