[BUG] Error when reacting to emoji on confirm thread creation message in DM.

[Jerrie-Aries]

Describe the bug
Got this error when the recipient reacted to emoji on confirm thread creation message, however the thread will still successfully open. (depends on the reaction).

Bot Info
Bot version : 3.8.0
Host method : Heroku, Self-Host

To Reproduce
Steps to reproduce the behavior:

1. Who can reproduce (ex. anyone, owners)? Recipient.
2. Where can it be reproduced (ex. in thread channels, recipient DM's)? Recipient DM's channel.
3. Done what to cause the error? Recipient reacts to emoji on confirm thread creation message.
4. Any recently made changes to your bot? No.
5. Errored.

Error Logs

2021-01-09T15:38:32.286633+00:00 app[worker.1]: 01/09/21 15:38:32 __main__[1402] - ERROR: Ignoring exception in on_raw_reaction_add.
2021-01-09T15:38:32.288758+00:00 app[worker.1]: 01/09/21 15:38:32 __main__[1403] - ERROR: Unexpected exception:
2021-01-09T15:38:32.288760+00:00 app[worker.1]: Traceback (most recent call last):
2021-01-09T15:38:32.288761+00:00 app[worker.1]:   File "/app/.heroku/python/lib/python3.9/site-packages/discord/client.py", line 343, in _run_event
2021-01-09T15:38:32.288762+00:00 app[worker.1]:     await coro(*args, **kwargs)
2021-01-09T15:38:32.288762+00:00 app[worker.1]:   File "/app/bot.py", line 1223, in on_raw_reaction_add
2021-01-09T15:38:32.288763+00:00 app[worker.1]:     await self.handle_reaction_events(payload)
2021-01-09T15:38:32.288763+00:00 app[worker.1]:   File "/app/bot.py", line 1193, in handle_reaction_events
2021-01-09T15:38:32.288764+00:00 app[worker.1]:     linked_message = await thread.find_linked_message_from_dm(
2021-01-09T15:38:32.288764+00:00 app[worker.1]:   File "/app/core/thread.py", line 663, in find_linked_message_from_dm
2021-01-09T15:38:32.288765+00:00 app[worker.1]:     compare_id = compare_url.split("#")[-1]
2021-01-09T15:38:32.288765+00:00 app[worker.1]: AttributeError: '_EmptyEmbed' object has no attribute 'split'

Additional context
I'm sorry, I didn't check properly when I suggested the solution for issue #2920. This new error occurred because of the change we made to fix that issue.