Twitter's Direct Messages, A Vehicle For Spam, No Longer Accept Links
Posted: 10/17/2013  |  By: Selena Larson | ReadWrite
Twitter users are reporting you can no longer include links in direct messages to other users. Direct messages are the only private means of communication on the otherwise public messaging network.

This could be a result of Twitter's move to broaden the range of accounts that can send each other direct messages. A feature that lets any follower send private messages is now available to a larger group of users.