Fix link and embed XSS in examples

[12joan]

Description
The example code for links and embeds is vulnerable to XSS. This PR resolves the issue by explicitly checking the URL protocol.

Example
Before:

recording.mp4

Checks

• The new code matches the existing patterns and styles.
• The tests pass with yarn test.
• The linter passes with yarn lint. (Fix errors with yarn fix.)
• The relevant examples still work. (Run examples with yarn start.)
• You've added a changeset if changing functionality. (Add one with yarn changeset add.)

[changeset-bot]

⚠️ No Changeset found

Latest commit: 49b11a8

Merging this PR will not cause a version bump for any packages. If these changes should not result in a new version, you're good to go. If these changes should result in a version bump, you need to add a changeset.

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