There are security and bandwidth cost implications to this, and I certainly believe it should be an opt-*in* option.

Scenarios:

• There's somebody at work I have a major disagreement with. I get a PAYG SIM, pop it in a disposable phone, and send them a text that contains a link to a graphic on a website. If I do this late at night, I probably have their home IP address as soon as they download the files that are listed. What I can do once I have that is an exercise for the reader :-*, and that's assuming that the links weren't pointed at something unpleasant to begin with.
• I am travelling internationally, and taking texts and calls. A friend sends me a text with links to the full resolution holiday pics he's just posted on the website. The 12Mp images are pulled down at $1.50/Mb...