Noted in the forums for Evernote integration: http://forums.zotero.org/discussion/18406
And earlier: http://forums.zotero.org/discussion/8188
I've written a small patch versus trunk (r9500) that addresses this by adding a new option of "Attach Link to URI...". This doesn't allow the user to specify a title, but that can be edited after the fact, and any other solution I know of would require writing a new XUL file, which I try to avoid doing.
Perhaps this papercut bug, in the parlance of Mozilla these days, could be closed?