All that clicking that link told Facebook is that you're a real person who reads their emails. It's like when you pick up the phone for a telemarketer, now they know they can continue bothering you because you're a real person and you answer your phone.
The few times a telemarketer reaches through to me on one of my phones, I've put them off by asking in a niche foreign language in that nation whether they speak that language. Most of the time, they immediately hang up and I never hear from them again. Sometimes, they repeat their script, then hang up. I've never had someone respond in that language (that would be a blast to address).