If you have an away message's text entirely a link, then go to change it, the overwriting text continues to be a link. This is not the bug I'm writing about, but that's probably not the ideal behavior, either.
Anyway, when you select that newly-typed (and incorrectly-linked) text, choose "Add Link" and click "Remove Link", the text in the Status dialog becomes un-linked, but when you set the message, it's still a link.
You can get around this by clicking "Remove Link", then typing more text and deleting it before setting the message.