EDIT: just saw Ted said all this already, I didnt scroll down far enough in the IM 
It’s because of the special characters in the link – the vertical bars | and the underscores _
These are not valid characters in HTML. They must be encoded, and the encoded version starts with a %.
You can see the table of encodings here:
http://www.w3schools.com/tags/ref_urlencode.asp
So a | appears to be %a6
It shouldn’t make any difference – the link is followable and its meaning is understood by the server. In fact, when I followed one of the links you pasted earlier, it redirected me to a different URL; but with your aff tracking ID still included.
However I agree that you should keep the links as simple as possible – why use the long link with the |s and the _s when you can just use the short ?affid=blah link.