Seems that some browsers are pasting URLs into the Xenforo as HTML vs. plain text. Xenforo sees that and assumes that you do not want it unfurled.
To work around, use ONE of the following options:
If your browser has the option to Paste as Plain Text, use that. Chrome-based browsers have this. Firefox does not.
After copying the URL from another page, paste it into a TEXT EDITOR like Notepad, select it again, copy and then paste into the forum.
After pasting into the Xenforo editor, click on the GEAR ICON at the right of the editor toolbar, then remove the URL tags from around the URL. Click the gear icon a 2nd time to get back to WYSIWYG mode.