I dig a little bit deeper and maybe a better fix (than modifying stats.php file as described in my original post) is to fix it in wysija-newsletters/helpers/mailer.php file:
Find:
$urlencoded=urlencode(base64_encode($v));
Replace with:
$urlencoded=urlencode(base64_encode(html_entity_decode($v)));
Find:
$urlencoded=urlencode(base64_encode($urlreuse));
Replace with:
$urlencoded=urlencode(base64_encode(html_entity_decode($urlreuse)));