Shriya N. funny enough we actually added this feature for Clay almost a year and a half ago and then we ended up changing the behavior.
Reason being was:
Since Clay is on a Slack free plan, those links will stop working once the linked message hits its 90-day message retention.
We probably could add it back, but I have to warn that this will then mean many of the links might stop working after the original message is "swallowed" by the retention wall.
Let me know your thoughts!