Your first two examples invoke the onebox engine which creates those fancy looking boxes when the linked webpage contains enough metadata (like Open Graph tags). This happens only when there isn’t any other text on the same line. Leading spaces also disable the onebox engine.
In all other cases Discourse tries to create a Mini Onebox, which essentially is just the title of the webpage. By default this works only for internal links on the same Discourse instance.
You probably want to support the following feature request: Should onebox fall back on mini-onebox if no metadata is available?