It is actually not an issue with the links module, rather an issue with the core link functions. The file ticket system is there for security and as a way to expire a link so that others may not use it repeatedly (e.g. a link that only shows to people who have permissions, but then is given out to someone who does not). To accomplish what you are wanting, you would need to use the Text/HTML module and crate the link manually as you had originally done.