you typed [www.myvote.wi.gov](www.myvote.wi.gov) in your comment's source. for it to register as a URL you have to put https before the link inside the parentheses: [www.myvote.wi.gov](https://www.myvote.wi.gov).
in your comment's source it is written [www.myvote.wi.gov](www.myvote.wi.gov), which shouldn't behave like this. looks like a lemmy bug maybe?
i have two theories:
1. the bug is related to typing a link directly, as in pasting a link in the comment, like example.com (i typed it without brackets for a name or parentheses for a URL)
or
2. it's related to links explicitly starting with www, such as what you linked.
you can report lemmy issues at https://github.com/LemmyNet/lemmy/issues. i searched on there to see if it was already reported but couldn't find anything, though if you want to i'd recommend searching.