To add to the accepted answer, which is entirely right, the reasoning behind the automatic adding of the parameters appears to be that most of the time the parameters will be needed again, and they will remain unless specifically removed. There is usually no problem with having extra querystring parameters if the page doesn't use it - it just keeps turning up (see below for problem).
The 'Preserve Parameters' is usually used to turn on or off all the GET and/or POST values, but individual parameters may be removed by typing them into the 'Remove Parameters' field just above it (semi-colon delimited).
One issue I had was two pages using grids called 'employee' and by default the page selection is a querystring parameter like 'employee_GridPage=2', and so page 2 selected on the first page would also show page 2 if the second page was shown. My solution was to change one grid to 'employees'. I could have also added 'employee_GridPage' to the 'Remove Parameters' on links from the first page.