Not all markdown renderers will automatically convert urls to links. Below quick & dirty script will find urls and replace them with markdown links (currently employing only a very limited set of rules and delimiters though):

#!/usr/bin/env python3

import re
import sys

# note that the order matters!
url_regexs = [re.compile("(https:\/\/[^\s\|]*)"),

with open(sys.argv[1]) as infile:
    for line in infile:
        for regex in url_regexs:
            # to take the whole link as url string:
            # line = regex.sub(r'[\1](\1)', line)
            # to only write "link"
            line = regex.sub(r'[link](\1)', line)
        print(line, end="")