Question:

Why does Wikipedia always end up with Philosophy when you keep clicking on the first real link in each article (not in parantheses or italics)?

Answer:

Wikipedia is an encyclopedia. Its purpose is to provide information. As a result of that purpose, articles have a broad style and tone. One of the consequences of this style and tone is that the first sentence of an article is almost always a definitional statement, a direct answer to the question "what is [the subject]?" This is explicitly recommended in Wikipedia:Manual of Style/Lead section.

Definitional statements have a tendency to put their definition into context, which has a broadening effect, and context is usually linked on Wikipedia. If you repeatedly chain such a broadening effect, you quickly end up with existential questions. Imagine a six-year-old asking a question and then replying to each response with "why?": that's the sort of effect that clicking the first "real" link has. Note that that definition of "real" specifically selects for that broadening; it avoids a wide variety of potentially contextually-narrowing links like those to linguistics (alternate names or titles in other languages, IPA keys, etc.) or dates, or geography, by prescribing that we avoid characteristics associated with them like parentheses or italics.

If you quickly end up at existential levels of context, philosophy is the top-level context, because it contains the study of existential and metaphysical issues. So most cases end up there.

I don't think this is a terribly interesting case, because it's clearly baked into the style of an encyclopedia; if there were another wiki-format encyclopedia of similar breadth it'd likely follow the same pattern if it used the same broad style in its lead paragraphs. Sure, the specifics might vary, but as long as there's a context-broadening link as the "first link" in most cases, we're likely to end up at something existential if we follow that pattern repeatedly. — Quora