It was already possible to check all images (not just the ones that are linked, ie a href = "image.jpg" but the actual images on the page, img src = "image.jpg" srcset = "firstname.lastname@example.org 2x" )
The file size was also held within Scrutiny and Integrity, but wasn't displayed in the links views.
Now it is. It's a sortable column and will be included in the csv or html export.
You may need to switch on that column if it's not already showing - it's called 'Target size'.
Once it is showing, as with other columns in these tables, you can drag and drop them into a different order, and resize their width.
To see just the images - choose Images from the filter button over on the right (Scrutiny and Integrity Plus)
If you're checking other linked files (js or css) then their sizes may be displayed, but will probably have a ? beside them to indicate that the file size shown has not been downloaded and the uncompressed size verified (the size shown is provided in the server header fields).
This last point applies to Integrity and Integrity Plus, and will appear in Scrutiny shortly.
Note that all of this is just a measure of the sizes of all files found during a crawl. For a comprehensive load speed test on a given page, Scrutiny has such a tool - access it with cmd-2 or Tools > Page Analysis