I don't think anyone would say that it's mandatory to include links (it can't be because providing sources in the first place is never mandatory – see here with comments).
But I think that everyone would also agree that links improve the answer (and certainly don't detract).
I think the primary value of links is that readers can see the original source with the original context. If you are citing a source in your answer, you are likely not going to cite more than the few lines that you feel directly pertain to the question. A reader might want to see the broader context to determine whether the quote actually means what it is being used for. (Simple example: you can quote one line from a Talmudic passage as your answer, but if the reader sees the rest of the Talmudic page he might see that the Talmud rejects this in the very next line. This could occur due to malicious intent by the answerer, or due to the answerer not studying the source well enough prior to posting.) Additionally, when quoting a source, especially in Hebrew, something can go slightly wrong. If you are typing with a Hebrew keyboard you might be prone to typos which could change the meaning of words. If you are copying/pasting you might be copying from a site which does not recognize Hebrew letters perfectly and might mix some of them up. Including links allows the reader to be sure he is seeing the correct text.
Another potential bonus of links is that you can link to a page which contains additional information. For example, if you are quoting a Talmudic passage you might just include the relevant Talmudic text. If you provide a link to the Talmudic page, readers can see the Talmudic text along with the commentaries of Rashi, Tosafos, Rabbeinu Chananel, Rabbeinu Gershom (depending on the tractate). They can see the the Ein Mishpat which will automatically direct them to where the Talmudic statement is discussed in the halachic codes. They can see various textual variants which might have some bearing on the topic. Etc. This information can be useful to a reader, and perhaps help him understand the discussion better, even if it's not something you would include in the text of your answer.
The issue is that linking sources sometimes requires time/effort. The question is to what extent the answerer should engage in the effort to save the reader the effort. I think that by definition answering a question is supposed to be an investment of time/effort and one should always want their answers to be as valuable as can be.
That said, there is obviously a line of so much effort that you would not be expected to cross. However, many sources can be obtained very easily. For example, you can easily link to any Talmudic page here. You can easily link to an English translation of any Talmudic tractate here. There are many sites that can link to citations from Rambam's Mishneh Torah. For example, here you can link to any law with various commentaries (though it does not have a tzuras hadaf) You can link to any page in Tur, Shulchan Aruch, and assorted commentaries here (with a nice print, no less).
Another point is that it usually requires less effort for the answerer to find the source than for a reader to find the source, because the answerer has (hopefully) already seen the source. Even if you give a citation, the reader might have to look through dozens of pages in a sefer to find a quote from Chapter 7. Additionally, many sefarim have multiple editions with differing numbering systems – if you cite a responsum of the Seridei Eish as Vol. II # 26, it might be a different responsum in the version the reader has. By providing a link you ensure that the reader can access it even if the numbering systems differ.
In short, I think you should provide links to whatever degree it is feasible without it being too much of a burden on yourself. I personally try to provide a link for all sources (unless I cannot easily find an online copy of the sefer with the source), as well as links for other things that might enhance the answer. For example if you cite specific people in your answer you might link to their Wikipedia page to help those who may not be familiar with this individual. Similarly, if you are discussing a concept that might not be familiar to readers you can link to a Wikipedia page (or other such article) that explains the concept. This is probably especially useful if you know that the questioner is coming from a weaker Jewish background, and therefore names and terms that appear commonplace to you might be mystifying to him.
