There is a post somewhere in the forum about WordPress changing the way the text editor uses links to correct a vulnerability. It unfortunately strips off the affiliate information from the links which is a bad thing. The post also has the way to fix this. The bad part is to fix this problem opens it back up to the vulnerability which is also not a good thing. The fix does require you to mess with the code which will more than likely be undone every time there is an update. Not something most people want to mess with.
Not to get too technical, but any HTML link that use the "_blank" when opening a new tab in a different window can be hijacked with some code to go to any site. WordPress has a lot of known exploits to allow such a thing so the editor changes this command to something else to do the same job but also strips off any affiliate info in the process. So if you site gets hacked with a code injection exploit, your links will still go to the right sites and not the ones the hacker wants.
Anyone with WordPress and affiliate links will have this problem with ALL affiliate links, even the ones that were there already - they aren't working. The easiest hard fix is to probably use a link shortener to replace all of your affiliate links which won't require you to mess with the code - it also means you will have to change each and every affiliate link in your site or sites. I am not sure if changing the text editor will fix it or not. I am also not sure of all the SEO implications because of the way it handles links now. I personally don't use WordPress which this is one of many reasons - not much control of your own site and too many ways your site can be broken and you don't know it.
Sorry it wasn't better news...