I just went and checked on a number of search engines to see who does this. I used the Top 15 engines (the site draws from Alexa's rankings, which I know are borderline useless but they seem to suffice for this). In each case, I searched for "slashdot" and checked the results by right-clicking on the appropriate link, copying, and pasting into the URL bar to inspect the results. (I substituted Baidu for Contenko since the latter didn't return any results and Baidu is pretty popular, and added Yandex and IxQuick for popularity reasons as well.)
Search engines that use hidden redirects:
-- Alhea (does not hide URLs displayed at the bottom of the page, but also appears to be part of InfoSpace)
-- Info.com (does not hide URLs displayed at the bottom of the page, but also appears to be part of InfoSpace)
-- InfoSpace (does not hide URLs displayed at the bottom of the page)
-- MyWebSearch (does not hide URLs displayed at the bottom of the page)
Search engines that do not use hidden redirects and link directly to result:
-- Bing (sends information on link click to www.bing.com/fd/ls/GLinkPing.aspx)
-- DuckDuckGo (sends information on link click to r.duckduckgo.com/l/)
Blekko appears to be the only one that doesn't send anything in any fashion back to the server. That doesn't mean they don't log your IP address or your search terms, of course. And their display method leaves much to be desired.
As ultranova said, you're getting upset over something that search engines have very solid reasons to do so they can rate the pages and return better results for the searcher.