Indeed, this behavior seems to have regressed in SP12 for some of the sites I visit.
http://www.post-gazette.com/ is a particularly bad one under SP12; just click a link to any story on their site with "blocked urls" ad blocking enabled, and watch the history entries pile up.
If other folks can't replicate this behavior let me know and I'll figure out which ad-blocking regexp is filtering the post-gazette's ads.
-Mike