Bug in Links with Umlauts


I have a bug that I don’t understand:

I link to urls with umlauts. One of my examples to reproduce the bug is
nlpankern.com/ professionell-ankern/selbstverständliche-berührungen-beim-ankern
I copied this link in Safari and pasted it in Scrivener. When I edit the link in Scrivener, it appears to be
nlpankern.com/ professionell-ankern/selbstverst%C3%A4ndliche-ber%C3%BChrungen-beim-ankern

I added a space in the urls above, because the forum software scrambles the urls otherwise. Remove the space manually.

When I click on the link in Scrivener on the Mac, it works.
When I compile it to .epub, .mobi, .pdf or .docx, it works on the Mac and on the Kindle reader and on the iBook reader.

But when I klick on the link in .pfd or .docx on Windows (tested on Vista and Windows 7), the link doesn’t work.

Is this a bug in Scrivener? What can I do to create a link in Scrivener with umlauts, that works on any platform?