I don't know if this is suposed to work like that since some changes were made to the achievements window, it's actually been happening for quite a while now (I guess is a universal thing and not only me, but I don't really know) but I might as well just try to report it since I find it annoying.

Date & Time: Any
Frequency: Always
World name: Ragnarok
Character name: Gin Ryu

Steps:
1. Click on a specific achievement link on the chat.
2. The achievement windows opens.
3. It displays the general category where that achievement belongs, but not the linked achievement in particular and you have to manual search for it.