This would be a great feature to have the titles automatically added cross-site, but till then, I've made a userscript. It will convert the URL to its title (with a minor delay).
Here it is in action on your linked question:

var sites = ['stackexchange', 'stackoverflow', 'superuser', 'serverfault', 'askubuntu', 'stackapps', 'mathoverflow', 'programmers', 'bitcoin'];
$('.post-text a').each(function () {
var anchor = $(this);
if (sites.indexOf($(this).attr('href').split('/')[2].split('.')[0]) > -1) { //if the link is to an SE site (not, for example, to google), do the necessary stuff
var sitename = $(this).attr('href').split('/')[2].split('.')[0],
id = $(this).attr('href').split('/')[4];
$.getJSON("https://api.stackexchange.com/2.2/questions/" + id + "?order=desc&sort=activity&site=" + sitename, function (json) {
anchor.html(json.items[0].title); //Get the title and add it in
});
}
});
I've also added this to my SE Optional Features userscript.