SEO is more important than UX, apparently/unfortunately.

They aren't really links. They are annotations that include a link. This makes more sense in the context of the rest of the site, where any random word in lyrics may be annotated, and you don't really want to click on a word and be sent to a site instead of seeing a popup that explains what that lyric means.

you don't know what Rap Genius does, huh?

Ahhh, a Bieber fansite. That explains it :)