I believe that the rich edit control (used for editing Text item details) will only show address beginning with a few well-known protocols (
ftp://, http://, https://, mailto://, file://,
news://, nntp://, outlook://, callto://,
gopher://, telnet:// are ones I'm aware of) as a hyperlink. Another possibility is that some versions of the rich edit control (riched20.dll) do show other URLs as hyperlinks. Copying such a version to your UR install path (with UR not running) would cause UR to use that version.
You can still launch a url that isn't hyperlinked by selecting it and using right-click -> Open Shortcut (Ctrl+Q).
Another option would be to create a Document (or derived template) item and store the URL in its URL attribute. You could then launch it via Item | Open Document (Ctrl+J).