I figured out that this issue causes not only by SVGZ files but also by normal SVG files. The reason above doesn't explain this complete.
That is, because Sandbox doesn't allow to access to files that ware not chosen by user. Even Incoming/Outgoing Connection permissions don't help. External images are displayed only if I make Sandbox turn off.
This issue is not so easy to solve as I thought. I'll keep finding the solution, but I'm not sure, there is.