It is apparent that this has been brought up before, and fixed - so there shouldn't be any 'bad' titles; but evidently there are:
As seen, the whitespace is still lurking around, breaking the neat link.
I have now created a centralized method that creates a markdown link given the title and the link, both for "real" post Markdown and for the comment MarkdownMini like in this case, and (hopefully) this method takes care of all these edge cases that can appear in this back-and-forth conversion (and there are quite a few of those edge case). So from the next build on, both the "possible duplicate" auto-comments and the "Possible duplicates" blocks at the top of a closed question should look correct. Note that this isn't retroactive; it's only true for newly generated comments/edits.
And the best thing: That method even has unit tests, so it can't possibly have any bugs!*
*If someone thinks that's too bold a statement, I suggest watching Rick Astley's talk on DDD (delusion-driven development).