You're right. I'll do more test with the url in question to see what exactly causes the email in which it's contained to be treated as Bulk.

I've emails from forums informing me that I've got replies from my posts. Those emails also contained urls but they got through to my Yahoo Inbox. So it must be something to do with the text of that offending url.

I'll post the result of my finding if I should be able to nail down anything.