When writing any part of a question, please think about timeframe, and the student’s perception of time. In the case of a feedback statement, you have perhaps 10-20s during which the student can remain focused on the current question and the issue of “why did I just get that wrong”?
In this time, you can hit them with one boldly-presented point, and there is a good chance it will sink right into their brain. At this point, students will not pause to read a discursive argument, nor will they follow a link, or even note it down for future reference.
The place to put more detailed arguments (your own or links to resources elsewhere) is into a reference sheet that can be downloaded and studied between the first and second quiz runs. You could attach this file to the quiz where students can download it directly, or to the course, where the teacher can control exactly when it is seen by students.