Showing the end destination URL after clicking on one of your cloaked affiliate links is expected behaviour with our plugin.
Our cloaking method is actually a 301/302 redirect which means you get fully redirected to the destination.
The reason we don't support masking (eg. showing the site but with your cloaked URL in the address bar) is because it's against the Google Webmaster guidelines and also WordPress.org's plugin terms.
Though WordPress don't specifically mention it in their terms, it's frowned upon by the plugin review team and we've seen other plugins be removed for it.
In short, the consensus is it's a bad idea as it isn't user-friendly.
If your affiliate links are still showing with your affiliate ID in them, then this is something that will need to be rectified by the specific affiliate program. They should do something such as employing a second redirect after the user lands on their site to hide the ID from their URL.