Symptoms
When you drag and drop a link to a file stored in SharePoint onto a Rich Text Control, it will change the URL to the file - specifically it will replace the SharePoint server name to the K2 server name.
Diagnoses
Since this is a relative URL, this should be expected behaviour and there isn't really a fix for this issue.
Resolution
The best solution here would be to use an external link so SharePoint displays the full URL (and not just the relative URL), meaning this should be resolved on SharePoint side.