Uh no. -- Wrong. All modern browsers append the current server and they have for as long as I've been developing websites (i.e. since before 1996). Starting with a / starts with the document root, starting with no / will link relative to the current directory.

The browser doesn't need to know anything about CGI, its the server that extracts the query from it, not the client. All the client needs to know is that the URL is relative to the server root (and it can tell that becuase it starts with a "/" (rather than a "protocol://" (for absolute URLs) or something else (for URLs relative to the current path)). It doesn't care what the server does with the URL after its made the request.