As far as I know, the footnote feature is a horrible hack. It uses some kind of heuristic to try to detect what is a footnote link and what the extent of the footnote text is. I have no idea how they ever imagined this feature would be a good idea. There may be something in the Kindle Publisher Guide that tells you how to mark a link so that their footnote recognizer skips it, you're probably best of asking in the MOBI forum about that.
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