Discourse is not MediaWiki, that’s why. Discourse accepts markdown syntax (and more precisely, Commonmark syntax), not wikitext syntax.
Instead of manually typing a wikilink, you can just link any text with the “link” icon in the edit bar and the URL to the page you want to link. In fact, VisualEditor users already can link this way if they wish, because the editor takes care of converting URLs to wiki links when feasible. 
See also:
Is this a part of the Wikiverse or not?
If so, why are you creating artificial inconsistencies with things like this non-standard page?
Looking at the definition of wikiverse, no. Even if Space allows for some wiki functionality, it doesn’t intend to be part of the entire collective scope of wikis (also note that MediaWiki syntax doesn’t work all across the wikiverse, as there are different wiki syntaxes).
Space is part of Wikimedia, a movement that uses MediaWiki and also other tools that use other syntaxes such as Mailman, Phabricator, Gerrit…