The whole formatted text box used to appear. Now, just the link itself does. What happened?
Well, the onebox (the "whole formatted box" appears in your post for me. May be something temporary, related to load?
Sometimes it seems to depend on the prefix or suffix. It may also just be the system (on the web page side) is slow to load as an embed sometimes. I've done a few edits that seemed to help (like removing the referral codes at the end of a URL) but also there have been times where it just kind of happened (as it apparently did here).