Yes, and ssh as well if you type the password as part of the command. I now see Clink has a setting, history_ignore_space. With this set, Clink won't add lines to the history that are prefixed with whitespace, One or more leading spaces won't affect a command, I think.
In C:\Users\%username%\AppData\Local\clink\settings
# name: Skip adding lines prefixed with whitespace
# type: bool
# Ignore lines that begin with whitespace when adding lines in to the history.
history_ignore_space = 1
[EDIT] It's in the docs but it does not seem to work. A problem, I think.