The problem is the XSS vulnerability. This means the attacker can run arbitrary JS on the site, which I assume is used in the second link to modify the form handlers to run the "This could have been a phishing page.". And yes, that could be used to send the credentials somewhere.

There isn't anything you can do to spot this. This is on DuckDuckGo to fix and they not responding to the report for such long time is irresponsible and not really excusable.