Welcome to the Prismic community and thanks for reaching out to us.
You can give a shouldDownloadFiles option in gatsby-config.js. If the images you're referencing are contained in a slice, and in the primary field, you need to specify a path like in the following example in gatsby-config.js file:
shouldDownloadFiles: {
'blog.data.body.featured_service.primary.service_image': true, // image field in a slice
},