For a while now anonymous users are automatically redirected to the linked duplicate if they visit a question that was closed as a duplicate and that had no answers. There is one case where this behaviour is pretty annoying, and that is if the question is linked somewhere on Stack Exchange and you don't have an account on the target site. This happens e.g. in meta posts discussing specific questions and leads to confusion if the users arrive at the wrong question. And to show that this is not a purely theoretical concern, it happened to Jeff Atwood when I linked such a question on Skeptics here on Meta and he was silently redirected to the duplicate, causing a bit of confusion.
I originally proposed this feature, so I'll take the blame for this oversight. My idea was to enable this redirect for users from search engines only, I chose to propose it for anonymous users as that seemed to be the simplest way to achieve this.
Instead of enabling it for all anonymous users, it should be disabled when the user is following a link from a Stack Exchange site and is not arriving from somewhere else. So if the referrer is a Stack Exchange site, the user should arrive at the closed question, not be redirected automatically.
Another option would be to only disable the redirect if the origin is a meta site, not just any Stack Exchange site. This would make the exception very narrow, and only apply in cases where it is exceedingly likely that the redirect is actively harmful.