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I've seen the direct links get redirected to the non-direct page on desktop.

It appears to still happen if, e.g., the link is on Twitter - random example https://twitter.com/SilentRENE/status/735732252877819904 (seems to be inconsistent - first time I was redirected, but now it goes directly to the image. Opening the Twitter page in another browser also resulted in a redirect)

I think they redirect to imgur page also when they are shared on facebook.

And aside from that, years back, they've been banning embedding on certain domains.

It depends if the referrer header is set to reddit. Try clicking a direct link from facebook or twitter.

I get redirected to the shitty ad page even on my desktop now.