Since this is presented better I've voted to close this post as a dupe of this. I made a suggestion there that I'll reproduce below.
I would like this feature as well, but on the other hand I don't want every link to onebox. I propose something like the following:
Link by itself (current behavior)
Inline link with some sort of markup, e.g. prefixed with
! (new behavior)
Check this out: !http://meta.stackexchange.com/q/120285/154510
This was actually how I thought it worked when I first started using chat. I think it makes sense to use the
! similar to posting an image in a question/answer, since you're creating an emphasized visual element, but the syntax could be anything.
Doesn't get oneboxed
Inline link with no markup (current behavior)
Check this out: http://meta.stackexchange.com/q/120285/154510