I guess that Wiki(pedia|media) could very well gather statistics on

(revision_id, clicked_link)

pairs without compromising the anonimity of the visitors. It would be very useful to have indications on which hyperlinks are most useful. For example, I am always curious whether the large editorial effort to curate categories is worth it. And also, if one had data on:

(revision_id, "search terms used in next search"),

one could infer which links are actually missing.

Seems to me like that (especially the latter), would need to be done extremely carefully to avoid compromising the anonymity of the visitors. Although it's not quite as bad it seems reminiscent of the "http://en.wikipedia.org/wiki/AOL_search_data_scandal", especially with regard to "search terms used in next search".