In the list of keywords I get the search engine label when I click on the keyword. A click on the search engine link should open a request for the keyword and not the empty search engine start page.
It would be great to do the same search as the visitor who came over this keyword. So I could see where my site is listed and who is my competition.
It’s really not such a big deal to manually enter the keyphrase into the search engine. I guess with this feature perhaps a few seconds would be saved.
Edit: Actually, if your site won’t be on the first or few result pages, then it might be a bit burdensome to look for your site.