Ziemas: I've just tested this. It looks like their link skimmer responds to OnMouseDown in general, and it doesn't rewrite the link again after the click completes. So, when you click your right mouse button, it changes the link (and so copy+paste does work, I was wrong about that). Additionally, since you've clicked, the link is now changed. So, right-click, click off the pop-up menu, hover over the link and you'll see the "redirectingat.com" address.
I'd still be a lot happier if the link was just rendered to "redirectingat.com" in the first place. Don't store it in the database that way, that makes no sense, but when the html is generated it should just set the link to "redirectingat" then. This keeps everything above board.