Had not visited U&L on Windows, but seeing your update with picture and also testing on XP and 7 I see the problem. As Windows fonts in general is much thinner the effect is unfortunate.
Haven't noticed a problem with it here. If for anything the difference between unvisited and visited could be better, but hasn't been a problem I've given much thought (as in I manage to distinguish between them without much conscious thought).
As a test you could go trough this guide
<-- That is a link ;-). Go full-screen by (typically
F11) and click trough the images at top. Each test has text that describes what you should see, and in some cases how to view them as well as how to correct some of the cases.
Doubtful this will show differently as picture, but here we go:
rgb(21, 86, 128)
rgb(43, 109, 151)
rgb(51, 51, 51)
#155680 #2b6d97 #333
Mozilla Firefox – Linux (Debian, Ubuntu, CentOS, openSUSE, LinuxMint):