Because we're programmers.

Edit: In my head what I was trying to say was obvious. In hindsight it's not.

The practice started because text interspersed with long urls is difficult to read. It's a good solution, so everyone started doing it all the time. It's done in situations like this where it isn't strictly necessary probably because most of us are programmers and don't like making exceptions to a rule for specific circumstances. That's the theory I'm going with anyway.