That's intentional. Links will contain the redirecting address on our domain so that when we move off of GH (some day; nothing lasts forever), links will continue to work.
This strategy has saved our bacon at work more than a handful of times. All the URLs we ship in our apps point to a "lookup" server (just Nginx with a huge list of redirect rules), such that if the URL we were using in the app disappears, we can change it on the server side rather than requiring a client update.
...I can't argue with that unassailable logic. Particularly since I use the same when I insist on using my own domain for my email address now, regardless of what provider I use behind it, after the difficulty of handing out my replacement address to everyone who used to have my old Gmail account...