Yes, that does seem to work for me. I think you must be typing it wrong somehow. Or it's some crazy bug.

Edit: I see, the problem is when it looks for links to automatically promote them if you don't use Markdown syntax. I guess escaping the parenthesis doesn't work there.

Should look like this:

[http://thiqaruni.org/mathpdf9/(86\).pdf](http://thiqaruni.org/mathpdf9/(86\).pdf)

http://thiqaruni.org/mathpdf9/(86).pdf

You don't actually have to escape the close parenthesis in the "link text" park of the Markdown (in square brackets), only in the URL part (in parentheses).