In this post, the user @ mentioned a user and that became a link to his user ID. Usually, when we do this, it is not the case.
Is it a new feature?
As pointed out in the comments, this is not a new feature. The OP of the linked post has just used Markdown formatting to manually add a link to the profile of the user in question. You can see how this was done by navigating to the revisions history for that post, and then clicking on 'Source':
Using [@Lac]'s comment, we have ... [...] : https://math.stackexchange.com/users/833003/lac