Is this not part of the options for the Word file type - "extract hyperlinks" option under common? Setting as Idea Delivered for now.
Also the behaviour when "extract hyperlinks" is on is by design - it gives you flexibility to change hyperlinks in the target language where needed, in the other cases you will get an automated match from TM so this also increases leverage, sentences where just the hyperlink changes are 100% matches etc. So this won't be changed but hopefully switching the option off gives you what you need.
Thanks
Daniel