I see the same behavior with the "Load Remote" button you describe. When I go back to the first email the remote content is no longer present. Never noticed it before because I don't usually click back to the first email since they tend to be in my Junk mail.
That's not what I"m seeing.
When I go back to the first email the remote content is still present, but the (unnecessary) "Load remote content" button has reappeared.
I see it frequently, because it happens with emails from Verizon, Amazon, and other entities with which I deal which reman in my in-box.