There are scenarios where this might be a permanent message even if there are no Apple service issues. For example - if you use Pihole on your network (or some other flavor of DNS hygiene) this can be "expected".
I see this message on my iPhone and iPad with every email that contains remote content; but only when I'm at home. When I'm at a public Internet access point (like in a coffee shop), the remote content loads automatically. (I should note that I live in Thailand where iCloud Private Relay is not available.) As far as I can tell, I have the WiFi settings for my home network set identically to the settings for public WiFi networks that I use frequently.
I use NetShade Encrypted DNS, but that remains active no matter what network I'm using. Nothing changes if I disable the NetShade DNS.
I remain baffled as to what causes this at my home but not anywhere else.
Any ideas?