Well, that specific example is a confusing type of link, but it would not really expose your privacy any more than having to right click 'Open in a different container' if you have segmented off the Google domain..
EG, if you open it within the Google container, your privacy is most exposed. Whether you have to right click and select 'Open in a different container' when following search or email links, or whether you can have the browser do this automatically, the end result is the same. You're following a Google link, so if they create a special one that tells them which result you clicked on, they still see it and know about it because it's on their domain.
But once you get to that third party domain, you're in a separate container instead of one filled with your own special Adsense cookies.
There are extensions you can use to remove Google's redirect link in their result page.
But this is kind of tangent to what I was trying to get across.
If one has goal is to contain a web property, giving them their own container but then keeping that container open when you leave their site is not really containment.