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I click on this question (see the link is correct):
But I got redirected here:
I've also recorded a video if it can helps.
I think it's supposed to work like that, although it certainly threw me for a loop when I clicked it. I didn't realize I was on SO right away.
Appending ?noredirect=1 to the P.SE URL lets you view the original question.
This is by design -- we feel a migrated question should take you directly to the destination, since otherwise it's just another click to get to the actual question and any answers.