What you are seeing is tied to what TinyMCE refers to as URL Handling. There are a variety of options you can use to control what TinyMCE will do URLs when you add them to the editor:
https://www.tiny.cloud/docs/configure/url-handling/
If you don't want a relative URL like you currently see you can use the settings referenced in that section to have TinyMCE do something different with the URL.
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