I figured out how to do this by trial and error. When you copy the link from a specific message, you need to clip the reference to that specific message out of the link. For instance, in my case the link for the message looks like this:
Where the xx's are as MC said above, and the nnnn's are the numbers that reference the specific message. You want to delete the "/" after the ".v2" and all the numbers up to, but not including, the question mark. So in this case the new link would be:
This will take you directly to the chat, and display the most recent message, whereas the first link would be a static link to the specific message, which may be old or even deleted depending on your organization's policy.