This is most likely cached images. For example emojis from your instance or other instances you’ve viewed as well as maybe other images but definitely emojis. Possibly other things like the images in post thumbnails which helps reduce costs by ensuring your instance doesn’t have to re-send you the same images over and over again each time you close the browser.

Lemmy doesn’t generate enough content yet daily that most people who check in twice a day and scroll a bit through pages won’t almost certainly encounter several posts with images they’ve already seen before. I’ve had many cases where just a bit of scrolling brings up 3-4 day old posts I’ve seen before so caching associated images could save in cases like those at least 3-4 transfers of those images per user which adds up for a non-profit no ads service like lemmy.

If by mainstream channels you mean major streaming services then there is no perfectly private option. But I would recommend an AppleTV as the closest thing (it also doesn’t have ads which I really appreciate).

Other than that your options are devices that can’t access major streaming services at greater than 720p and are hackily put together on multiple levels but are fine for streaming local media you host yourself or more expensive than ATV devices and modding them with alternative launchers.