As you may see, the hyperlink have been copied correctly and is clickable in the message (checked on Mac Desktop, browser, and iOS apps).
in the example below I copypasted the head of this StackOverflow page. Then copypaste the text from the editor or rendered HTML from browser (or other). This can be an advanced text editor, web browser, email client, web-development IDE, etc.). To do this you must first create text with the desired hyperlink in an editor that supports rich text formatting. Juts for fun: how we did it at times when Slack allowed rich formatting but did not allow user hyperlinks (previous version of the answer):
