The rich text editor is a piece of shit - and as of a few months ago, so is the plain text editor. I'm guessing what happens is that when you paste a URL into it, it automatically puts tags around it, since they're there in your post. But it isn't doing the same thing for me, so I have no idea what's up. I suggest using the plain text editor to paste URL's, then switching to the rich text editor before you hit "Post" so you can add back any whitespace that the forum chose to remove from your post for no fucking reason.
Sorry I can't offer a better solution.