The only [whitelisted and supported URI](http://meta.stackexchange.com/questions/71108/links-with-uris-of-schemes-other-than-http-https-are-broken "but no one thinks of Yuri") protocols are **http**, **https** and **ftp**.

All other link protocols go through the Markdown sanitising wash and removed.

Besides, you [can't click those links anyway](http://meta.stackexchange.com/questions/97413/chrome-link-does-not-show-up-as-a-link "create a page on your machine with such a link and try it yourself").