Compromised websites may run a malware that could perform malicious task. This can be damageable for MusicBrainz visitors if they follow such links. That's why these links should be disabled at least.
For example, Decoda has been reported to currently redirect to a scam page, on a seemingly random fashion which might be the actual behavior of a malware. See https://chatlogs.metabrainz.org/brainzbot/musicbrainz/msg/4650864/