Ah...
I didn't know you could just paste in a URL and then turn it into a link with a title. The way that process works is a bit awkward though.
I have my AppleScript set up in both Google Chrome and Keyboard Maestro, so I can quickly grab a link without having to move around much.
I do need to figure out how @JMichaelTX put both a RTF link and a MarkDown link on the clipboard at the same time though.
@ComplexPoint has a monster Copy-as-Markdown link macro, and @_jims also has one.
I need to look at those more closely...