Contributors can’t create links in posts

Many users contribute to my blog. I’ve set some of their user statuses at the Contributor level, so that their posts must be reviewed prior to their being posted. I know that at this level they’re unable to insert images/video/other media. But I’m surprised to see that, when they save their postings, links they’ve created disappear. Is this how the system is supposed to work? It certainly doesn’t work well for my co-bloggers.

I’ve created a test identity at Contributor level and I find the same problem myself. I can create the links; they appear to be fine; and then I save the post, and they disappear.

Any advice?