Someone mentioned caching elsewhere, maybe you're viewing a hotlinked imgur picture in the same browser you use to later visit "the page", so it's cached as a raw image.
You could try opening the URL from a different browser? For example my main use case is clicking "Show Original" on Discord, so when it opens in my browser, the first visit is not in the context of an img tag.
I just tested this by loading a couple of images in Firefox, clearing cache and saved sessions in Edge, and pasting the direct URLs of the image files. Both files loaded the image instead of redirecting to the page. So I dunno whether it's in A/B testing, or they're fingerprinting my system in some cross-browser way, or what.