This is probably a low priority issue, and probably also reported elsewhere.
I was browsing http://cwe.mitre.org/top25/ . Noticed http://cwe.mitre.org/top25/#CWE-601 (Allowing redirects to arbitrary urls) and immediately thought of things like http://en.wikipedia.org/wiki/special:Search/google:cache:https://example.com
Probably we should include a splash page about going to an external site, when someone types in a non-local interwiki directly in the search box.