Why WordPress automatically removes http from the url of my website’s sub domain?

I am witnessing a strange problem in WordPress which automatically removes ‘http’ from my sub domain link. I don’t know why this is happening.

Note that my domain is https while it’s subdomain is http.

My WordPress is installed in my main domain. When I add the below url of my sub domain to any post:

<a href="http://www.demo.yogihosting.com/jquery/jquery-removedata/">DEMO</a>

Then it automatically converts it to:

<a href="https://www.demo.yogihosting.com/jquery/jquery-removedata/">DEMO</a>

See that the http is gone from the URL.

Also see this below gif image which lists this problem:

Why this is happening and how to solve this problem.

You might find that you do not want to solve this one. Links starting //example.com are protocol agnostic. This means it will load over whatever the site it is on loads over. Be that http, https, or some truly esoteric.

You should find that links like this work in both secure and insecure connections just fine. It looks odd if you have never seen it before but it works really well.