Depending on their mail server or desktop client, the lead may have settings applied so that they cannot see images or a firewall might be blocking them.  The best advice we can offer is to have the client forward the email to you and see if it works for you and for you to advise them to add your email address to their address book as a trusted sender.  For web based email programs like gmail, they should see a link above the email text that, when clicked, will "always allow images from this sender."  Aside from that, there really isn't anything we can do on our end to diagnose an individual lead's email setting that could be causing the problem.