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Most folks who use Google search are accustomed to its design and flow, so they know where to click, what to click, etc. If you change the colors (ie. SERP topics, URL's, etc.), it may detract from what the user is used to seeing.
The reason many site owners want to keep SERPs within their web pages, is so that user doesn't have to leave the site, or click the "Back" button to return to it.