This is an interesting feedback comment that came from the Hebrew Wikipedia and I managed to also replicate in the English Wikipedia.
Steps to replicate:
- Go to a Sandbox page under a username. For example, this page https://en.wikipedia.org/w/index.php?title=User:Mooeypoo/Sandbox&veaction=edit
- Mark one of the words and add an existing page to link to it. For instance, I marked 'some' and chose the link to "Somerset".
- Inspect the link while still in VisualEditor - the link is under the user namespace, so in my example, the link is now "https://en.wikipedia.org/wiki/User:Mooeypoo/Somerset"
- Save the page.
- After save, the link seems fine (points to https://en.wikipedia.org/wiki/Somerset as it should).