I think it’s a natural outgrowth of the way links are commonly provided in plaintext, like so much other markdown.

> The details can be found at my website (https://example.com).

The problem with this is that if you want to render this “pretty”, there’s no way to know whether the link should be “my website” or “website” or even the whole sentence. So you add brackets to clarify.

> The details can be found at [my website](https://example.com).

There are certainly alternatives but I don’t think any of them are more natural, or memorable for that matter.