Steps to reproduce:
Go to https://en.wikipedia.org/wiki/Special:CentralLogin
Result (for me):
Return to Main Page. Logging you in to Wikimedia's other projects: (<a title="Help:Centralauth" href="/wiki/Help:CentralAuth">what's this?</a>)
Expected result:
The message at Centralauth-login-progress (https://en.wikipedia.org/wiki/MediaWiki:Centralauth-login-progress) is parsed, and the <a> element becomes a link