I personally agree it's annoying and wish you didn't. But maybe there's mangling examples I've not seen.
IMHO, it should usually be enough to either wrap in angle brackets or put the URL in a footnote on it's own line with just the footnote number.
Anyway, I do certainly think we have bigger fish to fry.
Agreed on all counts. As a compromise, might I suggest including both? [0]
[0-short]: http://exam.pl/ [0-long]: http://www.example.com/
Thank you, Derric Atzrott