One issue with Discord images is that they have a limited lifespan. It's sort of what the cdn part of the URL means, is that it's a temporally provisioned resource in a content distribution network.
Discord's approach is to encourage users to engage directly with their platform, which is great for their community, but they aren't really interested in offering utility to other sites because their model is a single everything included app with little cross site interaction. That's the why of what they do. The what is links that last about two days.
Matrix is now taking a new approach by identifying temporary image URLs and rehosting them. This means we'll also be adding uguu.se and litter.catbox.moe. If you know of any more common temporary URLs just let me know.
Let me know what you think of this as a policy. Right move, wrong move, let me know.