Yes, it seems parentheses can’t be used in urls. From the expression engine support forums:
Parenthesis aren’t allowed in URLs in ExpressionEngine because in certain circumstances it can cause parts of the URL to be interpreted as code, and are used as part of cross-site scripting hacks. Unfortunately because some browsers will even interpret URL encoded parenthesis in this manner and still allow code execution, ExpressionEngine takes the high road erring on the side of caution…
I suppose one could write the url down http://en.wikipedia.org/wiki/Crank_(person) [note, just tested this – it didn’t work. The parentheses are stripped when you click the link.]
Or do it as code (use the “code” tab in the edit bar), and let people copy and paste:
http://en.wikipedia.org/wiki/Crank_(person)