I've noticed several times that when linking to wikipedia with the wp:// link, words with a hyphen or space in the middle may not correctly link because of incorrect casing. IE. Mahi-Mahi will return page not found while Mahi-mahi will link to the correct page.
I've found that linking using wikipedia's own Special:Search (with the go option) corrects this problem. IE. /wiki/Special%3ASearch?go=Go&search=<Search Term>. Which leads to my question: Could such a change be made or does some policy prevent this?
Update: jdporter informed me that wp:// has been improved/fixed (Feb. 10, 2006)