If you search using POST, that isn't a problem. Also, referer headers aren't sent to unencrypted links so if https://duckduckgo.com sent me to http://example.com they would not see where I came from.
Those two combined offer better privacy as no website can know what you were searching for and only secure websites know you came from DuckDuckGo. This setup doesn't give DuckDuckGo a chance to track what I'm clicking on.
POST-based searches are rather inconvenient, as there's no easy way of saving the search page. As far as I'm aware, referer headers are still sent to HTTPS links, even if the origin differs. So https://duckduckgo.com would still send referers to https://example.com.
But if you still don't want your clicks going through the r.duckduckgo.com domain, you can turn it off in the settings.
Presumably you also disable Javascript by default, right?
