What are the "hidden" redirect pages some websites use when clicking on links?

I'm not sure how to phrase this questions. Ages ago I red on a forum about a rule where users had to replace http with hxxp in links to prevent the server (or someone) from spying on them. I noticed somewebsites have an invisible "redirect" page that a user is taken through when clicking on a link that takes them out of the website. What is this about?

I was just using slack.com and noticed there was a link to https://pr.to/example/ When I clicked on the link I was taken to an intermediate page (https://slack-redirect/link?url=https://pr.to/example/&v=3 or something like that) and then taken to the final page. What is this? I also noticed that my browser usually did not show the URL of the intermediate page when I hovered over the link (but sometimes did). I'm using the latest version of FireFox. Isn't this sort of a security flaw being taken to a different page than the URL says?

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