This looks like a known issue that only happens with modules created with the module builder and that have a file linked to it using the Document Manager.
With a standard news module for example, the issue doesn't occur.
This behavior has been resolved in 9.0. To address the issue for Sitefintiy 8.2 please refer to this KB article;
Dynamically resolving Sitefinity links when using HtmlField
which explains a workaround that invloves creating a customized version of HtmlField and resolves the Id that is currently displayed to an url.
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