I suspect that most apps have a way to turn this off. Slack certainly does. That doesn't stop other users from seeing previews of your links, if it's set up that way for them, but it does prevent you from seeing previews of others' (and your own) links.

Whatsapp allows to delete the link box: enter the link, wait for the preview, backspace, and send. The hyperlink remains clickable too.

Slack does it as well

this is one of those "people like different things" situations and a config option should be added to support both.

Slack, and I suspect most other messaging apps, has such a config option.