I frequently see people saying, e.g. "blah blah github (http://github.com/schacon/learn-github)" and leaving the link plain. I haven't noticed any A HREF style link, at least; maybe this is intentional, to (weakly) reduce link spamming?
Much like preventing IMG links helps to keep the site focused on relatively intelligent discussion, rather than spamming, lolcats, rickrolling, and other bulletin board malarkey.