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A 3rd-party request means that when a client (browser) loads a page, that page wants to load content from other domains. Strictly speaking, DDG does that too (see screenshot below): it loads extra content from one of its _sub_domains.
Still, good catch. Where'd you find that?
And btw it's of course perfectly possible that DDG does that too; I never meant to claim absolute superiority for it. Just for comparison. It's my default search engine right now but I should try something better I guess.