I have ran into that issue myself. However my issue started with going from an Exchange to Google mail. On the Exchange system, everything worked fine. However after moving the the Google mail the links stopped. It could be that your are using an outside mail client and not Exchange (as in my case). I know at one point the Developers were working on getting that issue resolved, however I think since its an outside source (Google, Zimbra.etc) the links aren't internal such as an Exchange mail.