Copying a link from the main namespace of one wiki (tested only from enwiki and testwiki) to another wiki creates a full link with http changed to Http and link displayed red.

Copying link from user namespace (only tested it with the user namespace) causes the link to have url encoding (spaces show as %20, etc.).

In @Josve05a's video, VE creates a wikilink with url encoding whereas mine creates a full link (this may be due to the fact that the wiki that I was pasting onto doesn't have any interwiki tables).
Video: https://docs.google.com/a/edu.nacka.se/file/d/0B9BuJYqrg4ldUWNndk5iSWxZQWs/edit?usp=drivesdk.