Thank you, there is indeed an extension for Safari that does this: Copy Link to Pasteboard on the Mac App Store
The instructions are unclear, so once you install and enable it, simply right click on the extension icon and choose “Markdown”.
Here’s yet another one: URL Linker for Safari on the Mac App Store
It’s a pity they don’t seem to support keyboard extensions, but it’s still an improvement.
EDIT: copy url and title from Safari · GitHub this on the other hand points to a possible Apple Script workaround – if someone made it Safari-specific and triggered by a keyboard shortcut, that would be it
EDIT2: Browser-side (or system-wide) solution to copy links with website titles - #2 by eightning here @anon63144152 posted a neat Apple Shortcuts solutions
EDIT3: Here’s a Shortcuts solution we came up with on Reddit: https://www.reddit.com/r/shortcuts/comments/z31i9x/fetching_titleurl_from_the_active_tab_in_safari/ – by far the best option out of the above