Apple's always adding new privacy features to iOS, and iOS 15
brings a couple of welcome additions. Mail Privacy Protection hides your IP address
from web-based content in emails when using Apple's Mail app, and
blocks techniques like tracking pixels that can let senders know if
you've opened the mail. iCloud Private Relay hides your real IP
address and precise location when using Safari.
They're great new tools for iPhone, iPad, and Mac…but you'll notice there's an important device left off that list: Apple Watch.
Developer Mysk pointed out on twitter that Mail Privacy Protection does not work on Apple Watch. Even if it's enabled on the associated iPhone, the Mail app on Apple Watch will download content using your real IP address. Perhaps more worrying, any web content downloaded in a notification preview of the email will do so, too. If you're using Mail Privacy Protection, you should probably disable notifications from the Mail app on Apple Watch, or at least only enable notifications for trusted senders like your VIP list. You can do this on the Watch app on your iPhone, in the Mail app settings.
Unfortunately, there's no real workaround for these issues other than to avoid opening links or emails on your Apple Watch and controlling which Mail messages get a full preview notification. You can adjust your preview settings in the Watch app on your iPhone under Mail. Apple is including the App Privacy Report on the Apple Watch as part of watchOS 8.3, so it's possible that it will change the settings for mail activity and private relay as well.