Making a small assumption here. It’s more likely that the actual output looks something like this:
<a href="www.subdomain.domin.com/members/profile">
Profile
</a>
rather than:
<a href="www.domain.com/my-account/www.subdomain.domain.com/members/profile/">
Profile
</a>
And your browser is actually filling in for the missing scheme and path. Browsers will assume an href is relative if you don’t use an absolute URI (go figure!) so if you’re using external links you need to be sure there’s a // at the start(or an https://, or http:// etc.). Else the browser will insert the appropriate relative path for you, in the case of a missing / it will insert the current full path for the link, effectively providing:
<a href="http://www.domain.com/my-account/www.domain.com/members/profile/">
Profile
</a>
Use view-source, not dev tools, in your browser to see the raw output, rather than the interpreted & formatted output to be sure though.