First I want to state that there is no OMS anymore. There is Log Analytics and that is part of Azure Monitor service. Below error does not have anything to do with Log Analytics. When you have Office 365 mail account the links are protected with Office 365 Advanced Threat Protection in a way that when you click on a link you get to some Office365 site first where the link is checked before you are being redirected to the actual site. In this case you have problem with Office 365 ATP rather with Log Analytics. The links with Log Analytics results are working fine.