Linking to the direct imgur image itself will trigger 3xx to the image page if a few conditions are met - referrer (is popular site), enough hits to the image (popular images trigger 3xxs), some weird cookies.
It's incredibly misleading and awful. Also, try uploading an image - you might notice that the "direct link to image" textbox on the right bar no longer exists, and hasn't existed in a very long time.
Imgur does a lot of weird things like that from growing up to be just for reddit onto being a huge entity on its own. Maybe they're using ads to help pay for the site from sources that can afford their own image hosting anyway like twitter.