SE software automatically converts short links to questions on the same site to title-based links. For example, the bare URL
https://math.stackexchange.com/q/426771 (given by the "share" feature) automatically appears as Differentiability of the distance function and cut locus when pasted into a Math.SE post.
Same works for links to meta.SO, for example
https://meta.stackexchange.com/q/108134 becomes What limitations does converting question links to links with titles have?
Which brings me to a limitation: this feature does not support links between different SE sites. A comment in the meta.SO thread suggests that this is because links to questions on other SE sites weren't considered common use cases. But I think we have a common use case here: Math.SE posts refer to MathOverflow questions sufficiently often to justify having auto-conversion enabled for them.
For example, https://mathoverflow.net/q/11239 should automatically appear as Conformal maps of doubly connected regions to annuli.