Just had the exact same problem.
That is a Markdown issue. It’s not valid Markdown. You can use
or simply html
<a href="mailto:email@example.com">User Name</a>
Actually this does look like an issue on our end… Please create an issue here and i’ll get it fixed asap: https://github.com/getgrav/grav/issues
Fixed with this commit: https://github.com/getgrav/grav/commit/04116b3a37b7327d1938010e0d55411e4d9b89f8