AWS SES Click Tracking links pointing directly to my site <Eg: https://mysite.com/CL0...>

Hello, I am using AWS SES to send out emails and I included to my configuration sets the link tracking. When I send a test to my email, the links are directly pointing to my web instead of the Amazon SES server, and including a /CL0/ path. Eg: https://mysite.com/CL0/https:%2F%mysite.com%3Futm_source... Is this an issue or should I implement the click tracking on my server?