Check in Menu: Preferences, Corrections for your setting for “Data-Detection”. For me “Automatically detect web addresses” is checked ‘on’ and it works for me. I guess as long as your web address is recognisable by Scrivener and this option is checked ‘on’ it should work. No?
That works fine for me, on macOS 10.14. I’d run your test over in TextEdit as well, with its Edit ▸ Substitutions ▸ Smart Links enabled in the document, as Scrivener isn’t doing anything here but having the system itself look for URLs.
TextEdit’s settings should have no cross-feed with whether or not Scrivener does anything with links, nevertheless which links would work—but I suppose in an esoteric, logjam deep within the clockwork of the operating system way, perhaps toggling it on and off in TextEdit caused the subsystem to start working again beneath Scrivener. Your guess is as good as mine on that one.