No file links

I’m receiving e-mail messages where only the uploaded file names are shown, with no link to the file.

I expect to receive the complete url, something like https://the.site/uploads_path_here/file.pdf

What is going wrong or how to debug this?

PS: I’m having no trouble with attaching the files to the e-mail message, but as I need to upload multiple files and this could easly surpass the max e-mail message allowed size I prefer to receive files as links.