Those links will currently go into your first chat window, regardless of whether it is open or closed and regardless of which window you selected for "Always chat here". So make sure you set that up to receive chat input and be visible (if you have closed it use the open existing chat window option in the right click menu).
Oh and in my opinion this is a game client bug, so /bug it (in any case it is entirely unrelated to ProfitUI or any other custom UI, this behaviour is forced by the game client).
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