I haven't really seen anything of this nature because I know WhatsApp to download image automatically as long as one has data connection, how then can one avoid it being downloaded? it's very scary at this point because I use WhatsApp and the images are just downloaded without ones permission. However this monitoring private key stealers have a way of it's operations and some threads before have educated us on how to avoid them.

Furthermore, the internet is not a safe place but one should observe every security measure that is good enough to help us stay safe.