I don't know if it is my Lync configuration or corporate enforced policy but Lync seems to discard hyperlinks. For example if I copy the "formatting help" link on the sidebar here and paste it in a Lync conversation it appears as follows:
formatting help » (http://superuser.com/editing-help)
The text in parenthesis is not clickable for me nor for the person who receives the message.
I don't care much about copy paste, I would be happy to just be able to send clickable links in message. Is there a way to do this?