In this thread, I tried using a few StackExchange site shortcuts, like below:
[Judaism.SE] [Christianity.SE] [Parenting.SE] [Philosophy.SE] [Skeptics.SE]
However, they just ended up appearing exactly as I'd typed them instead of converting into SE site links:
[Judaism.SE] [Christianity.SE] [Parenting.SE] [Philosophy.SE] [Skeptics.SE]
I've tested the feature in chat, and it seems to work fine. Is this something not available to Private Betas, or to Meta sites, or is it a chat-only feature?
Or, is this a bug?
EDIT
Testing some stuff suggested by @Shog9 below.
https://judaism.stackexchange.com/ https://christianity.stackexchange.com/ https://parenting.stackexchange.com/ https://philosophy.stackexchange.com/ http://skeptics.stackexchange.com
https://judaism.stackexchange.com/ https://christianity.stackexchange.com/ https://parenting.stackexchange.com/ https://philosophy.stackexchange.com/ http://skeptics.stackexchange.com