Two options:
- It goes away when you click anywhere else in the editing box, or type something else after pasting the link. Might return on mouseover, and on touchscreen laptops there is sometimes an invisible mouse presence that continues to interact with the site. Clicking elsewhere in the editing box will fix this too.
- Switch back to side-by-side editor (see the annuncement) will solve the problem completely, because you see the markdown in the editing box instead of a clickable link.