I don't know any of the technical details behind, but what I've noticed there's at least couple things that seem to happen when you send a link in teams;
- Microsoft defender scans that linked site and tries to figure out whether it may be "harmful"
- Attempts to scrape the site, render, screenshot it and embed a picture of the site contents to show to the recipient
- Replaces the link with defender link that forwards the user to the website
That link safety thing is probably quite intrusive when scanning the destination webpage