I've found failures due to 3rd-party blocking to be (A) fairly rare [...] usually when I block, I simply don't see the image. Or I just see the little "broken image" symbol in my browser.
If you apply same-origin policy to images in HTML documents by default, then I fail to understand how it would be "fairly rare" for you to encounter a page that's a sea of broken images. For example, Wikipedia (upload.wikimedia.org), Wikia (nocookie.net), Google (gstatic.com), Yahoo! (yimg.com), and eBay (ebaystatic.com) all routinely host images on a separate domain from the HTML document, often to prevent repetition of the user's session cookie in the HTTP headers for each image request.