I don't think it's a bug, since they've always supported links in their Web API, both for users and bots. It just happens the Slack client doesn't use that feature.
I wonder why they don't also support it for the client[1]? It can't possibly be for security if they have a workaround. I guess for whatever the same reason is that they invented their own slightly messed up version of Markdown instead of using the same format as 99% of the entire web. :/
I dunno. Glad that there's a workaround though, and that it's officially supported.
[0]: https://api.slack.com/docs/message-formatting#linking_to_url...
[1]: https://get.slack.help/hc/en-us/articles/204399343-Sharing-l...
<http://google.com|click me>