The primary reason for this is for your security of your members. Not being able to post a link prevents members from posting unsafe/ spam or otherwise distracting links to your course. This way, your members stay focused on your content instead of being directed to an outside site.
As an admin, you can create course-related/important links in Website > Navigation section and add it to your site menu.
You can also create a Link List specific for the product and add it in Products > Appearance > Customize > Header