As you may know, Office 365 comes (either as part of your subscription – E5 – or add-on) with an Advanced Threat Protection (ATP) solution, which analyse links being sent by email or inside Office document, called ATP Safe Links
Well, the ATP Safe Links now supports Teams, which means any link being send through Teams either is being analysed by ATP before letting the user accessing the web site.
The experience is the same as for email or Office document.