e.g. outlook replaces links in mails so they can scan the site first. Also some virusscanners offer nail protection, checking the site that’s linked to first, before allowing the mail to end up in the user’s mail client.
Proofpoint does this too, but AFAIK they all just change the link rather than go to it. The link is checked when the user actually clicks on it. Makes sense to do it on-demand because the contents of the link can change between when the email is received and when the user actually clicks it.