It is not a bug, it's a feature not implemented. Random locations (that means not a known location) don't come with a URL. I didn't know that, since I never tried with random locations, always with a store, a park, an airport, a museum, etc. I can also see that it doesn't come with a name (and that obviously makes sense). I don't know what WhatsApp does with random locations, so I would have to send random locations to an official WhatsApp client to see what it does if you click it, if it actually does something. That'll be implemented when 1.0.39 is out.