Why is it worth it?
Placement of URL addresses in message is a frequent cause of qualification as SPAM. Since the beginning od April 2015 it is one of the main reasons for message qualification as SPAM in Gmail.
How to place links in messages?
It is best to link either words or images. Imagine a transactional message with newsletter subscription confirmation, which with high dose probability will be qualified as SPAM in Gmail:
In order to prevent our message to be treated as SPAM, we should replace a URL code with linked images or words, e.g.
Another good practice is to create, in html/css, an attractively looking button and then place it in the message, e.g.