Messages do not include link, I am not sure why - but from what I can tell this is just how vCloud does it.
If you need to send a better message to users you might want to look at doing something with the API (either direct, VCO, powercli) and checking what will expire and send you own custom messages out.
ChrisF (VCP4, VCP5, VCP-Cloud) - If you find this or any other answer useful please consider awarding points by marking the answer correct or helpful