In normal text, we usually link to things by first citing them then providing the link. An example would be Google (http://www.google.com). Its natural that we surround the link in () in normal text.
Now the bit we add to help the parser is to tell it where the thing we're linking to begins and where it ends. [ and ] are not usually found in normal text and are therefore used for this purpose. Thus the modified example would be [Google](http://www.google.com).
I would much rather see a more mnemonic approach for links, where you would write either _click here_ [http://wherever.com] or _click here_ (http://wherever.com). The underscores look like an underline, which is the traditional appearance of link text in HTML. It's easy to remember. Whether the URL is in square brackets or parentheses (maybe either one would be acceptable as long as they are a matched pair) doesn't matter, but underlining the anchor text is the way to go, IMO.
