Yes, I just noticed this problem today, I use hyperlinks in the signatures of all outgoing emails as social media links. What a PIA. I forwarded mails to myself to test it out, with no links.
I was able to highlight the link which I have as the full URL, right click, copy it, and then mark it as a hyperlink, and it worked. If I didn't "copy it" first, it wouldn't display the URL in the hyperlink window, and I would have to manually enter it in. If I used copy first, the URL appeared in the link box, and then I could just click ok and the link would appear. So this worked as a temporary fix, but I sure don't feel like doing that on all my outgoing mail...
Following through with a test by forwarding the mail with manually entered links showed that the links were in place, but copying the entire set of links and pasting them again in the same email resulted in dead links, the original problem that started this thread. The links are not copying correctly.