The "Linked" posts section on the right does not recognize short links when left by a moderator.
An example from Aviation.SE is Why is the air inside airliners so dry (low humidity)?:
The shared URLs in the comments:
... are not showing under Linked on the right; only one post is there that is linked in an answer in long format.
Example 3: here.
► All of them are left by a moderator.
Update: As @Makyen has pointed out, it turns out the mod was using a script that omits
https:. I've linked the mod here and they've edited some of those comments (so some of the examples here are no longer valid, and it's an issue indeed with protocol-relative links).