Be careful browsing federated social media on work internet. You don't know where requests will be made, I've seen a post of someone getting in trouble because lemmynsfw was pre-loaded by their browser.
Use a VPN
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Mine is setup like that as well, but IIRC it's only for thumbnails. When you open an image, it's requested from the original server.
Browser pre-loading does DNS requests and sometimes even loads the full page in advance without even clicking a link, for faster load times. So it all depends on your app/browser/instance combo.