The Safe Links capability in Microsoft Defender for Office 365 is now generally available to protect Teams messages in chats and channel conversations, and even in web site links pinned as a channel tab. Most bad links flowing into an Office 365 tenant will continue to arrive by email, but this new capability closes off a gap where users are tempted to make a poor decision to share a malicious link through Teams.
The Office 365 E5 plan includes Advanced Threat Protection (ATP), which builds on the anti-malware capabilities of Exchange Online Protection. ATP the includes Safe Attachments and Safe Links features, both of which can delay email delivery. I don’t notice the delay but others do. In any case, the more protection you have against malware, the better.