This can happen if the link is created by copying and pasting the URL into the URL Shortcut, rather than choosing from the "Select Target" list. Steps to resolve:
  1. Go to Library > URL Shortcuts.
  2. Find the problem URL Shortcut and click on the pencil icon to edit.
  3. In the Select Target drop down chose the approriate option.
  4. Follow the on screen prompts to link to the correct page.
  5. Click the Save button.