If a problematic link is shared, it can be pulled from the platform without "doing a gigantic grep"
On bitly, you can add a + to the end, to get to the stats page for that link; it also gives the destination.
On the goo.gl links, add .info to the end.
This seems equal or less effort than making a url shortener.
Those websites are not funded by respecting their users privacy. Although I think you mean Discord and not Discourse?
https://moz.com/blog/inside-googles-ved-parameter
If you're looking in your browser's status bar when you hover the link, Google is manually displaying the end destination URL. The link doesn't actually go there directly.
This is using Firefox while not signed in to a Google account. If you're really getting direct links, perhaps if you're signed in or using Chrome they give you real links and track you by other means instead.
Did they fix that recently? Because Iam sure that wasnt always the case.