That still doesn't tell me much. If I place a 2mb image file into a thumbnail container, will that image be subject for data compression so it weighs less? All I see is an image getting auto rescaled into the container, but I don't know if the image data is identical. My prototypes feels load heavy.
There was an update today that changed things slightly. This morning images were published at 1X, and with the update it publishes at 2X as Elaine said.
It's PNG by the time XD is finished with it, even if the source images were JPEG. Whether that then is bigger depends on the nature of the image. In my test I placed a 1.3 MB JPEG and tested the link again. The shared image was a 300k PNG. If I made the 1.3 MB JPEG fill the iPhone 6/7 screen, the PNG was over 900k. So in my cases the files were smaller, but if it had been a photographic image it would no doubt be bigger as PNG than JPEG.
Something I haven't worked out yet is how to download your whole prototype for offline viewing. If that is possible to do you could do further image optimizing on the published files, then upload them again.