If there is a verified signature, it skips the confirmation page. Your link does not. The user has to manually confirm that they want to visit a non-Google URL.
I'm not seeing a confirmation page, it redirects transparently. So it seems that YMMV.
Ah my mistake. That would be because I long ago installed "google-no-tracking-url" extension into my Firefox. If I use a clean profile in FF or Chrome, it does indeed show a warning screen.