Link previews are a common feature in most chat apps, making it easy to display a visual preview and a brief description of the shared link. The apps that do generate the previews do so either at the sender’s end or at the recipient’s end. Facebook Messenger and Instagram were found to download entire files, even if they ran into gigabytes in size. Link previews generated on the recipient side opens the door to new risks that permits a bad actor to gauge their approximate location by simply sending a link to a server under their control.
Source: https://thehackernews.com/2020/10/mobile-messaging-apps.html