I've personally found loads of bugs in most of the major email clients and numerous webmail clients that cause them to make outgoing requests which can be detected (even with remote images disabled). Most of these are closed now. I have an automated tester which sends an HTML email with a bunch of tests like this bgsound one to your address which displays information about any callbacks. You can access it here:
https://grepular.com/email_privacy_tester/