Whether it's evil or not depends on how it's used. Suppose that the top result for some common search is poor, but the second one is better, and this is visible to most users from the search result page. Everyone clicks link #2, hardly anyone clicks #1. That is valuable feedback and the search engine developer then knows that there's something wrong with the first result, and this can be determined without keeping any information on the original user. Often this happens when some clever SEO has caused the search engine to give a high rank to some stupid site.