At How to prevent long URL wrapping in most email apps it is implied that this is a "well known problem" for Mac browsers/email apps, but I haven't seen it in my Windows ones. The note mentions an extraneous inserted space at line wraps. This was a built-in "feature" of very old word processors, and may have remained in macish applications. (Recent Microsoft Word versions could be set to "emulate Wordstar line breaks" but I never figured out why anyone would want to.)

I didn't see any other even potentially applicable comments in the first few Google hits on my query.

Note that I just typed the link:

<a href="http://hints.macworld.com/article.php?story=20070112124954101">How to prevent long URL wrapping in most email apps</a>

While some find that the "Make a link" function works okay, I've found that I have to check it, especially when it doesn't work in Preview. In order to check it it's necessary to know what the link code is supposed to look like, and if I know what the code is supposed to be it's easier to type it than to mess with another "gimmick" that I haven't really decoded so that I understand how it works.

But others may stroke differently-handed or some such.

John