Is part of the problem that a lot of professional media is from a print-oriented perspective, so that in the journalistic/editing mindset and initial target medium hyperlinking isn't possible?
So in that sense, asking them to link -- a presentation function! -- is very new in and of itself.
But also, a lot of the content management systems make linking prohibitive. The version our reporters and editors see makes you paste it into the story as a plain, unadorned URL, bumping against the words you want to link. But hope there's no comma after it -- it's comin' with it. And if you need to edit those words, you might screw the URL with it.
I guess part of it is the print mindset of giving the impression to readers that the journalists at the paper generated all the content without any borrowing of materials.