On Service Desk | Queues | Queue detail | Email on Events [Customize Emails] | Service desk Email Notifications screen the option "Use HTML/Markdown" needs to be enabled in order to have an inline link added.
Inline links
To add an inline link use the following Markdown format:
This is an inline link for [Google](http://www.google.com/ "Title")
The text within the brackets will be the "linked text" and the address it navigates to is the URL within the parenthesis. You may add a Title as well if you'd like in the format shown above.
For reference please see: Markdown: Syntax