this is a normal behaviour since HTML Email is just like a HTML web page and it follows same standards. URLs must be encoded with full protocol as per HTML specification and when you are typing a standard UNC share (not URL), the configuration dialog will append the source URL from where that "partial" URL will be originating (in this case /Workflows/ since you are in the Workflows designer which belongs to the server URL /Workflows/New).
URL must be written in full protocol form such as: http:// , https:// or file:// in case of file URLs. In this case with the file:// protocol you will notice that the extra text is not appended anymore since you are using an absolute valid HTML URL.
Consider also that file:// is an absolete protocol not always (or fully) supported as URLs should be always URLs and not links to files.
You may also use directly UNC paths without creating a HTML URL tag, user can copy it in Windows explorer and open the desired folder / file. You will notice that different mail clients will validate this approach differently, since not standard. E.g. Gmail would should you also this simple text as a clickable link anyway because understanding your intention, other clients not. And some clients may also invalidate you a file:// URL to a share (e.g. Outlook would convert it because not accepting it with a UNC form of file but only local drives).