Yep, it's certainly possible, as you've proved... but the thing is, the same is true of every picture or every document placed on the net. Basically if you make a thing publicly accessible from one location, you make it publicly accessible from any loacation. A link is just a link. There is a minor risk of "bandwidth theft" and there are ways around that... but for our purposes here, it's really not that big a worry.
The pics are very small. They aren't much use to anyone. The only person who might go around linking to a users picture from your site is the user themself. In your server logs you can see if this is happening, and the penalty for it is to remove that user's picture. I don't see any real hazard here.
Phoenix
