What you got happens if a link is on its own line. If you want it to show as a link, it needs to be part of a paragraph. If you want to quote part of a post, I’ll direct you to two answers I got on quoting things from another topic:
Also, be aware that quoting people seems to strip out newline characters and some formatting things, so everything runs together into a single unformatted line unless you manually put it all back in (case in point, I had to separate mysticjuicer’s quote back into three lines.