Yeah, that was my (hopeful!) justification for why the markdown links should also do that. But I’m slowly accepting the fact this isn’t going to happen (and that it never did).
I just tried on Reddit and without the https:// it doesn’t even make it a link at all.
I guess the only thing I would still have to suggest is that it not look like a link if it isn’t going to be a link (which is the current behaviour). This seems to be the least helpful of all options, although better than being a relative link. I think the Reddit behaviour of not being a link at all might be best, unless it can detect that it should be a relative link to something on the site itself.