I think it used to happen only if your User-Agent parsed a few specific ways. I did just recently notice the broken "Copy Link Location" in places where it wasn't before.
All the more reason to stick with DDG.
No, but it is a sucky one.
It's essentially used by Google to see which search result you clicked on from the original query. Twitter does similar thing with t.co. It never used to happen on a non-logged in Google account, but now it does. It's been like that for at least half a year. The Greasemonkey script is a great work-around, especially if you value your privacy. Or alternatively why not try DuckDuckGo?