They do not allow them for major security reasons. Just like you are told over and over not to click on any links in emails from people you do not know, there is a similar security issue in their email systems so they disallow them. Specifically, they don't want people to go around the Airbnb system to send people to their own websites where they cut out Airbnb or worse, use the Airbnb system to facilitate illegal activity.
In my experience, once you've tried to communicate the URL a few times and Airbnb has gotten the opportunity to validate that the URL is real and not kiddie porn, it will be allowed. In the meantime, tell the guest the name of the website and inform them that URLs are going to be blocked for security reasons. I often send the link to the Durham Tourism site.