It's very likely a bug- people have been reporting issues with MOTD settings in XGUI as of late- I just haven't had time to take a look at them yet.
For now, you can set the MOTD URL via console, like so:
ulx showMotd http://www.google.com/
.. OR if you're feeling adventurous, you can modify your server's garrysmod/data/ulx/config.txt and set the URL there.