Of course I use grep -o too. This is not a "correct" filter. It is not a perfect regexp for 100% of urls.

However for something as simple and essential (for the author) as filtering urls I do not want to always have to worry about potential differences in shells, different versions of grep or the absence of a grep as I use different computers, different OS or OS versions. I find this more predictable and portable.

Neither customization nor extensibility are goals. For that a scripting language is better suited.