Because the source site linked to it directly. That is the basis for trust. If the destination is untrusted, then the source can just anonymise the redirect by

Because the source site linked to it directly. That is the basis for trust. If the destination is untrusted, then the source can just anonymise the redirect by sending it through a point that won't reveal the precise source. This is how services like http://anonym.to/en.html http://anonym.to/en.html work.