The embed code they provide is not an image link. Image URL links end with an image file extension (ex: .jpg / .gif / .png).
If you want to post it as an image, when you upload to Imgur, when the upload is complete, right-click the image and choose "open image in new tab" or whatever similar option exists in the browser you are using. Then switch to the image tab and copy the image URL from its address bar.
You should also be able to right-click the image and select "Copy link URL" or "copy link address" or something similar and do it without opening a new tab.