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Then I noticed that the URL they are now linking to is a Google address with the specific URL of the site you are going to embedded within the link.
Did this just change? Or has it been like this for a while?
Now Google can track clicks and popularity of listings. What are the implications?
Google track listings now and again. It seems they find the feedback useful for analysing search quality.
From the reports here it seems that Google have been tracking a bit more often than usual, but that's not surprising as the last couple of updates have brought with them more algo changes than normal.