Actually, it makes perfect sense. When you hit the image button, a box pops up saying "Enter image URL". You're telling it to insert an image. You can't insert a HTML page inside a forum post, which is what you are trying to do when you put the DeviantArt page address into the aforementioned popup. Square peg in round hole. The result: it does not compute, so you end up with a dead image link.
And I understand about being intimidated by others' works. There are writers and artists who make me feel like a talentless hack. But fan art is about expressing yourself, not about competing with others. Do you insist upon perfection in others, or do you enjoy their efforts on their own merits? Others feel the same way, and like seeing what others bring to the table. If you want to post art, then do it.