There's so much tracking shit appended onto the end of the link that by the time they get it and whatever url parsing algorithm their device uses maims it, the url is no longer in tact and trying to click it brings you to a broken page.
I make a concerted effort to remove all of that before sending, but Google et. al. are working very hard to make that harder and harder by continuing to make changes to obscure the link. I already have to copy it, and re-paste it into the mobile address bar just to see what the entire link looks like. The vast majority of users won't even know what parts of the url to trim, nor will they care enough to do it.
So they just send a screenshot.