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.
You can manage your WhatsApp file downloads by
disabling the automatic download. Then files can only be downloaded by your permission where it Will be manually downloaded.
Getting this done, get to your WhatsApp "setting" and follow the process because I can not give you a step by step guide since I don't know the model of your device.
Perhaps don't feel lazy or negligence to do this to avoid awful stories.