I definitely do *not* want to raise an error here--given that `memmap=True` is the default behavior, and that for the *average* file the additional memory usage is not a problem, this would result in too much breakage.  I'm not too keen on a warning either because users will find it obnoxious.  I used to have a warning like this in fact but took it out after too many complaints.

I'm also not crazy about using `do_not_scale_image_data` for this.  I'd rather add a separate option for controlling whether or not to replace blanks (for that matter I really want to rename `do_not_scale_image_data` to something a little less cumbersome).  This also ties in to my desire to overhaul how data interpretation options are handled entirely, since right now they apply to an entire file, when really it should be possible to control this on a per-HDU basis.