It would be nice if there were warnings in the logs when external images that weren't loaded (e.g., because they didn't match the whitelist).
Other options might include a warning when a page with non-loadable external images is previewed or saved.
For context, it took me quite a bit of time today to rediscover the external images whitelist when I was trying to figure out why some external images were loading and others weren't. The first thing I did was check the logs to see if they provided any insight, and then I spent quite a bit more time checking HTTP headers of the various images to look for differences, trying a range of images to see what worked and what didn't, and searching documentation. This additional time could've been saved if there were log messages (or similar) about why those images didn't load, instead of just displaying their urls with no indication of why that would be happening.