While I don't think we'll find an official answer from the Stack Exchange team on MSO, this answer on the question, Editing policy is contradictory and unclear, explains how to use this markup effectively. Using the text to describe where the link goes inline is much cleaner than a bare hyperlink, and looks a lot better than just saying the answer can be found here.
Most people just use the text-based links. It's a lot cleaner, and I'm sure it's a bit more SEO friendly as well. If I want to see where a link leads, I mouseover the link and look at it in the status bar in the bottom left. Most browsers will do this.
I don't do a lot of mobile browsing. I just can't type as fast as I can on a PC. I'll mobile browse if there's no typing involved, but browsing SE typically involves a fair amount of typing.
With links, consider that anyone who is a regular user is unlikely to post spam. Stack Exchange has little tolerance for spam. If a user does show up and post spam, users who recognize it as such can do one or more of these things:
Edit out the spam link, if the answer is valuable. This is highly unlikely, but worth mentioning.
Flag it as spam using the [flag] link under the post. Moderators will see the spam flag and can act on it. Furthermore, if enough spam flags accumulate, the content is automatically removed.
In short, we have ways of quickly dealing with questionable content.
Lastly, I will admit that one of the reasons I don't worry about these things is that I don't use Windows, and I don't use Internet Explorer, so malicious infections on my computer are extremely unlikely.