This can be avoided by simply setting the width/height of the image in the HTML, I've added Campaign Monitor's HTML and SendGrid's below for comparison:
SendGrid (red cross):
<img src="http://...image.gif" alt="">
Campaign Monitors (no red cross):
<img src="https://.../o.gif" width="1" height="1" border="0" style="height:1px !important;width:1px !important;border-width:0 !important;margin-top:0 !important;margin-bottom:0 !important;margin-right:0 !important;margin-left:0 !important;padding-top:0 !important;padding-bottom:0 !important;padding-right:0 !important;padding-left:0 !important;" >
I'm not sure the additional style settings are necessary as they're just to override any settings you might be doing within your HTML but it wouldn't hurt to add it too.
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