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$\begingroup$It isn't wrong to do so. I generally offer the link or citation in a Comment for the post's author. Rarely I introduce an inline link to the post itself. This is often by way of introducing some background definitions to a Question that makes it accessible to a wider audience. It's possible that I've never unilaterally done so for an Answer.$\endgroup$
$\begingroup$I think the most respectful approach is to suggest the reference/citation in a comment, encouraging the asker/answerer to include it.$\endgroup$
$\begingroup$Maybe you should clarify whether you are talking about questions, answers or both. (Since I see that a post which was suggested as a duplicate deals, as far as I can tell, mainly with questions.)$\endgroup$
$\begingroup$@MartinSleziak I wish that this be addressed(for both questions and answers) separately in this thread. I don't think the tiny point mentioned in the post linked offers a very useful insight.$\endgroup$
$\begingroup$@CalvinKhor your post is exactly what I was looking for! Reading all the comments, the community indeed prefers leaving the source as a comment.$\endgroup$
$\begingroup$If the OP is newish as well I hope it shows them the ropes. Related point - I think it should be more acceptable to replace broken links, or links that might break soon, cf Domains with dead links. Yet I do agree that there is somehow more ownership in answers$\endgroup$
$\begingroup$@CalvinKhor Speaking of links, does including the source in the post itself, rather than in comments affect the search visibility?$\endgroup$
$\begingroup$While I believe it is possible to search in comments, perhaps via SEDE, searching using math.se's own search bar does not. You can try for instance url:"https://en.wiktionary.org/wiki/it%27s_better_to_ask_forgiveness_than_permission" which appears in my above comment, but there are no results. Similarly if you e.g. give a full (non-hyperlink) citation in the comments. There's probably an improvement to google search results.$\endgroup$
$\begingroup$@CalvinKhor Exactly as you said, to search in comments one can use SEDE: How to browse or search comments? and How to search among comments? (Of course, Google crawler might pick up things both from comments and from answers - so searching using Google can find comments, too.)$\endgroup$
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url:"https://en.wiktionary.org/wiki/it%27s_better_to_ask_forgiveness_than_permission"
which appears in my above comment, but there are no results. Similarly if you e.g. give a full (non-hyperlink) citation in the comments. There's probably an improvement to google search results. $\endgroup$