Also if say you have image/animation/audio/video link without extension (e.g.: .jpg), you can fool Lemmy using a fragment identifier at the end of URL #.jpg which would usually be used to jump to the fragment id in document. e.g.: https://example.org/image#.jpg
Images in comments don't get cached, so absolutely yes. But I mean, public IP + User Agent is like minimum of information anyway. Any website you visit gets it.