Note that the check does not use any application link configuration. The autoconvert service does. Hence a link macro may show the title of the referenced page as a label, but still is a dead link for users with insufficient privileges.
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Autoconvert
To create the macro authors may simply paste the URI to the resource to the editor.
All is needed is a configuration of the resource repository base URI. For more information on this topic, please refer to Autoconvert Information System URIs.
Labels for the generated link may be determined correctly (i.e. will show the title of the page) even if the page needs authentication to be accessed. See Authentication for details.
Note Box
In case you need to use the macro on URLs pointing to the Confluence instance, you should use the tiny URLs. Otherwise (usually) the Confluence built-in autoconverter will take priority in converting the link.
You can determine the tiny URL easily by typing 'k' in the view mode of a page.