I am not sure if this has cropped up before. A cursory search in /c/bug didn’t turn anything up that looked related.
I love getting links automatically for URLs: google.com, or pixls.us, or gimp.org.
Is there a list for allowed TLD’s to auto-linkify? That is, if I use a file with an extension like markdown, it gets turned into a link also: README.md (<- that is just typing a filename + extension, not an actual link I’ve created. 
Given ICANN’s predilection for stuffing the entire dictionary into the TLD space, it’s probably a losing proposition to try and whitelist actual TLDs (as an amusing note, .md is a valid ccTLD, for Moldova, so even if we did have a list of “valid” TLDs, README.md is a perfectly valid domain name, and does, in fact, exist – and resolve).
For filenames, specifically, I suggest wrapping them in backticks, which maintains the long-standing convention of monospace fonts for that sort of thing, and which prevents auto-linkification, a la README.md. Trying to educate people to mark up their links in some specific way, such as wrapping them in angle brackets, or having to include the scheme, or including a forward slash, I think are all doomed to sadness.
Sounds perfectly reasonable. 
I’ll do some community education on code-escaping filenames.
I am not sure how this is a bug report? moved it to support
We intend to crack down here in a later release. per: Restrict domain name autolinking so M.Sc and B.Sc are not auto linked
Stuff is not perfectly detected now out of the box, there are many obscure tlds, but with the setting markdown linkify tlds in site settings you get total control!