Perhaps this would not happen if you insist on https://en.wikipedia.org/wiki/File:Blue_stop_sign_-_hawaii_-_oct_2015.jpg. Sure, it takes a little bit, but since the rendering of the underscores is put after including them in a hyperlink, I suspect going the extra mile makes it more reliable.
Either way, on web (Firefox in Windows 10), the fixed link works as desired, while the original is borked. And the hyperlink behind text one… Well, you’ll see.