See this tweet for the info exposed: https://twitter.com/0xjomo/status/874585822158352384
If WA proxied the request, it would be WA snooping on the conversation, and that would be a way larger problem because they would accumulate that metadata for EVERYONE.
If you don't want cards or external requests in the conversation, you obfuscate the url with any of the myriad methods people use to get past anti-url filters in forums etc.
They did the right thing here. It might be good to add a "do not show URL previews" option, but it's not currently broken.
I was actually looking at it from the perspective of it was being done on the server, rather than the client, and people were concerned about information collection about where they're linking to (or something).
This is a good heads up for people with special security needs using proxies to access HTTP. Most people are willing to visit URLs they send in messages from their IP addresses in a browser, or already have before they send the message, but I can see how it's worth knowing about, especially with the additional information disclosure.
Pick one.