You have an add-on installed called "ParseHTML." This add-on is written so that it extends XenForo's parser and formatter directly, rather than going through XenForo's proxy system. This design will break all other add-ons that use XenForo's parser via the correct proxy method, such as VaultWiki.
I've disabled "ParseHTML" and now wiki links are working as expected. Please report the issue with ParseHTML's design to that add-on's author.