Where is no bug, it's out.php logic.
Settings in the 'TABLE OF SPECIALIZED OUT SETTINGS' have always more priority than other settings. So if someone detected as nocookie - it will be treated according these rules, no matter using 'second click' feature or not.
If you are 'normal' surfer from a trade, this feature will work in such manner:
1. You are clicking first time on a link with &url=... specified, and go either to this url, or to a trade. It depends on 'p' parameter in the link, or used skim scheme if 'p' is absent.
2. You are clicking SECOND time to the same link (same url=.. parameter !!!). No matter which 'p' specifed, skript makes it=100 (100% to content).
But again, if you are 'nocookie', filtered, noimg etc. traffic - you'll be treated according out settings.