Wordpress uses mod_rewrite for permalink. And mod_rewrite uses pattern matching in your urls to distinguish what to rewrite and what not to rewrite in your .htaccess file.
Symbol . actually means any character in the regular express pattern matching, which is what mod_rewrite uses to determine what needs to be rewritten.
to illustrate it better take your example
www.domain.com/this-is-a-link
to be the correct link you wish, but in case
www.domain.com/this.is.a.link
It will also be appropriate since . reads like - because one dot means any character
you can learn more about mod_rewrite to better understand why a period reads like a dash as well.
The only way to solve this problem is to rewrite the default default mod_rewrite Wordpress template or report it as an error in order to ask the main communities to list it, since the error will be more suitable. But this seems pretty common even with a big site like eBay with url
http://www.ebay.com/rpp/halloween-events/sweet-treats
URL with
http://www.ebay.com/rpp/halloween-events/sweet.treats
. I believe this is a limitation in mod_rewrite, so you can live with it.
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