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It doesn't cost them more whether you follow the links from here or go directly. However, attributing the referral correctly (i.e. following a link from SRP) means that the advertisers see that SRP...

That's just great - since they pay for the site's existence your suggestions amounts to "bye bye SRP" :gaah:.

Yes, I would say Mcafee are simply being lazy or incompetent and instead of looking for viruses or actual exploits, they flag when they detect a chain of referrals.
Chain of referrals could be used...