Typically, with scams like this, the attacker is using a tool like Evilginx.

The way this works is that Evilginx runs on a server that the hacker controls and will request the login page from whatever service they are targeting(Discord, Steam, Google, etc) and then serve it to you as a proxy. It looks entirely legitimate unless you make sure to very closely check the URL.

Once you login, it will take a copy of your Username, your password, and your session token(the thing that lets Discord know it's you so you don't need to login again after every refresh). and suddenly the attackers now have access to your account to do whatever they want with it.

Discord should absolutely prevent modifying links in this way specifically for this reason, but good practice as a user is to hover over every link and make sure it's pointing where it's supposed to. Don't click on anything that looks suspicious.