@js The immediate answer is “because that’s how 10C Markdown decided to HTMLify it.” That punts the question to @matigo.
For myself, I’ve gone back and forth on including punctuation in writing where I control the markup. I’ve always included punctuation in italics and bold to avoid weird sudden effectively intra-word face/weight change. It makes sense to do similar for link markup as well, but then it may read weird if you’re just surfing links. I should just test that last concern using VoiceOver and the Links rotor option one of these days though, so I can know rather than continue worrying unnecessarily.
Perhaps @larand can weigh in with Chicago Manual of Style’s opinions. :)