The UddeIM Component Manager, under the Integration tab, has an option for "User Profile Links" and "Show Thumbnails". There are four choices for each option:
I want to link my kunena 4 profile but it does not work.
From the code:
"index.php?option=com_kunena&func=profile&userid=<id>&itemid=<id>"
As you can see uddeIM uses standard URLs and uses Joomla Framework to translate these links into SEF links.
So when the Joomla configuration is incorrect, these links will be certainly wrong.
In your example you quote "index.php/..." which indicates that your configuration is buggy. "index.php" should never be seen in a correct setup.
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