To use the Quick Entry with Autofill feature on your Mac, you need to install a small Helper application.
Download Things Helper for Things 3:
When the download is complete, launch Things Helper by double-clicking it.
The Helper will automatically switch you back to Things, and Quick Entry with Autofill will be enabled.
To tidy up, you can now delete the Helper from your Downloads folder.
Learn more about Quick Entry with Autofill.
Why is this necessary?
Sandboxing in macOS prevents Things from talking to other apps directly, so when you use Quick Entry with Autofill to retrieve information such as links, Things uses the helper app (which lives outside the sandbox) as an intermediary.