I may or may not avoid clicking, but if it happens enough, I might be motivated to install a browser plugin that strips out tracking tokens, much like I run an ad blocker full time. And yes, I know that the vendor's web site can still look at the referrer logs, but those can be stripped as well.

I don't think it's weird in any way to value one's privacy. This is shady stuff because 1. it leaks personal information and 2. most people don't know it happens and 3. they would have to actively take countermeasures to stop it.