Hope this doesn't sound like a media studies lecture.

1. News must attempt to be impartial. The opinions in press releases are paid for...

2. Most media outlets are funded by advertising. Links are currency - they do not want to give them away for free!

3. The whole aim of journalists is to keep the readers reading their stuff. "Stay with us, don't go anywhere else" is the attitude. This in-built trait means that many news sites will dismiss the option of including hyperlinks / urls instinctively. Newer news outlets do allow links (they know the benefits), but the BBC etc. never will IMHO - except to charities.

Although I see your point Anton and understand your frustrations, I can't see this attitude changing and we will just have to find ways to deal with it.