On the Communication tabs, this is by design. This behavior allows agents to update the custom field value as necessary. To quickly visit the URL, you can go to the Custom Fields tab, where there should be a View button next to any URL fields.

Of course it is totally your company's prerogative to decline this idea, but think about this:  It takes multiple clicks to actually go to the hyperlink, but the ability to edit the link is right there.  To me it doesn't make any sense from a usability standpoint.  Our agents would rarely edit a link, but indeed would click a link all the time as a matter of business.  Editing a link should be more complicated than clicking it.