It's not @, you want to use /u/, eg /u/user@their_instance. This creates an instance agnostic link where the viewer sees the user in their own instance, where they're logged in, so they can message you. When you hover over it says https://your_instance/u/user@their_instance. The source of the comment has no link structure, the viewer's instance creates the link, so long as it's on version 0.18 or newer.

The confusion is that when you start typing you get a popup window where you can select the username. However this creates a direct link with text @user@their_instance but the link is https://their_instance/u/user. When you view source you see a full link created as [@user@their_instance](https://their_instance/u/user).

Hopefully in a future version they'll fix the drop down box to create agnostic links. It seems like they overlooked that in the 0.18 update.