They are spamming other websites with links to my website like in your example. Google crawl those other websites, follow the spammy link to mine, and I get penalized for having a page with spam content.
The solution is to tell the crawler that my search page shouldn't be indexed. This can be done with the robots meta tags.
I’m imagining something like “blog.example/?s=crypto” which only I should see, not Google.
Edit: Where they linking to your website from their own? (In that case the link with the bad search keywords can be crawled)