Two reasons are confidentiality and CSRF.
Privacy
This allows the sender to find out if I opened the email or not, without my knowledge. Spammers can find out if their marketing campaigns have had any consequences or not.
CSRF
CSRF , . , CSRF.
, , paypal csrf. , PayPal. <img src="http://paypal.com/transferfunds?fromAccount=victim&toAccount=attacker"/>. , .