How to allow only Admins or Logged In Users to post links in comments?

Additional info by the OP

It seems that the OP “forgot” to tell, that he uses the following plugin:

<?php
/*
Plugin Name: Remove Links in Comments
Plugin URI: http://www.stefannilsson.com/remove-links-in-comments/
Description: Deactivate hyperlinks in comments.
*/

function remove_links($string = '') {
    $link_pattern = "/<a[^>]*>(.*)<\/a>/iU";
    $string = preg_replace($link_pattern, "$1", $string);

    return $string;
}
add_filter('comment_text', 'remove_links');

The modified plugin

To make this work, we have to modify it slightly:

<?php
! defined( 'ABSPATH' ) AND exit;
/* Plugin Name: (#66166) »kaiser« Extend allowed HTML Tags for Admin <strong>only</strong> */

function wpse66166_extend_allowed_tags( $post_id )
{
    global $allowed_tags;
    // For Admin users only
    if ( 
        ! current_user_can( 'manage_options' ) 
        OR is_admin()
    )
        return add_filter( 'comment_text', 'wpse66166_remove_links' );

    if ( ! is_array( $allowed_tags ) )
        return;

    return $GLOBALS['allowed_tags'] = array_merge(
         $allowed_tags
        ,array( 'a' => array( 'href' => 'title' ) )
    );
}
add_action( 'comment_form', 'wpse66166_extend_allowed_tags' );

function wpse66166_remove_links( $comment )
{
    return preg_replace(
         "/<a[^>]*>(.*)<\/a>/iU"
         "$1"
        ,$comment 
    );
}