Any search engine is going to want to know what people click on so they can make their product better. For example, I just searched for [test] on DuckDuckGo and when clicking on the first result I see DDG sending a ping back:
https://improving.duckduckgo.com/t/lc?...
which contains which URL I clicked.
(Disclosure: I work for Google, speaking only for myself)
Startpage is an anonymizing proxy for Google Search, not a full search engine. Crucially, it doesn't determine how to rank results. If they decided to try to compete with Google, Bing, Yandex, DDG etc directly by bringing ranking in-house they would have a very hard time serving good results without being able to track which of their links were popular among users.
(Disclosure: I work for Google, speaking only for myself)