DokuWiki has to
fetch the image as it doesn't exist locally (local to the DokuWiki install that is).
[gently] It doesn't burden
just your server. If you feel it impacts on your server data quota then perhaps you should consider hosting it locally (copyright permitting - if copyright does not permit then, um, hot-linking is also a copyright breach).
You may also want to consider the impact on the server that you are
leeching "borrowing" the image from (data transfer is a two-way bill).
Your example
does fetch the image from the remote site every-time the image link is loaded by a client browser (unless it's cached locally) - you just don't see it reflected in the URL. The same mechanism applies to DokuWiki.
tl;dr? It's
fetched because that's what you're asking DokuWiki to do. If you don't want to
fetch it every time someone views the page/s it's linked to, then
fetch it once and serve it from a local copy.