I have gone through and updated all existing EIPs to match this rule, including EIP-1.
In some cases, people were using markdown citations, I suspect because the long-form was a bit verbose to inline. Since the relative path is quite short, I moved these to inline but I wouldn't be opposed to putting them back to citation format if that is desired by the authors.
In doing the migration/cleanup, I found some EIP references to EIPs that don't actually exist. In these cases I tried to excise the reference from the EIP as best I could.
It is worth noting that the Readme actually already had this rule, it just wasn't expressed properly in EIP-1 and the "Citation Format" section of the readme I think caused people a bit of confusion (when citing externally, you should use the citation format).