This one is easier to see than to explain:
https://en.wikipedia.org/w/index.php?title=User:Jonesey95/sandbox3&oldid=934562159
In the first example, a plain wikilink is placed inside a URL link. It is correctly flagged by Linter as a link-in-link error.
In the second example, a wikilink wrapped in italic formatting is placed inside a URL link. It is not flagged by Linter as a link-in-link error, but it should be.