If I'm not mistaken, that link is already on the directory page, tied to the user name.
You are correct. But I think adding the link icon (as seen on Messages) would make it a lot clearer to the user:
The issue is providing it, easily, in an email message.
And in thinking on this further, I agree that having a tool to insert the link to one's own profile would be more convenient than having to track yourself down in the Directory (assuming the group makes that feature available).
So I'd favor having both, with the link icon in the Directory for clearer reference to other member's profiles.