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.
You don’t need to worry about your images downloading immediately through WhatsApp when sent. Just go to your settings on WhatsApp, then go to ‘storage and data’; under it you can see the option of ‘media auto-download’ which beneath it you can also found options like photos, audio, video, documents and besides them is an option to on or off them. You can toggle them off all so that your images and other medias when sent are not auto-downloaded, it can at least help not downloading any image from an unknown source or a source you’re doubting their message from.
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.
This scammers keep changing their ways of scamming people, so if you’ve learnt about one in the past on how to avoid them, it is better you still remain very up to date, to avoid being scammed using updated means of scamming which they bring up from time to time when the former one doesn’t work for them anymore as people getting to know and already avoiding getting scammed by them. Be up to date to avoid falling for scam in this space.