Originally when you don't add the protocol, the link should end up relative to the domain that's checking the email. Say you're checking your e-mail at:

  https://mail.google.com/mail/u/0/#inbox/123456abcdef

... Then your link without protocol should end up being:

  https://mail.google.com/mail/u/0/example.com/building/show/123

... which doesn't exist as a website (I removed everything including the # character since that's for SPAs). So Gmail is being a little bit smarty by assuming you did something wrong in your e-mail so the link should point to the url example.com/building/show/123 with the protocol included. IMHO iCloud and Outlook have the proper behavior by not recognizing the link as an actual link since it's missing the protocol.