If I highlight a link, click the link button and paste in the url, the links are still not clickable?
Checked on both Safari (mac) and Chrome (pc)
The link in the comment is not clickable either.
That’s a configuration issue, it has a minimum reputation requirement (mostly to prevent abuse from automated users just registering to post links as a possible attack vector). This requirement applies to that method of posting a link because it allows you to use a description for the link instead of showing the actual link which could dissimulate an harmful link if you were distracted.
The minimum reputation is not much and for example you just crossed that bar and the example link you posted is now clickable by default.