This is an issue which I first came across in InDesign CS4, but it seems to have been fixed in more recent versions of InDesign. So I tried it in Affinity 2 beta and I found the same problem as with InDesign CS4.
If a hyperlink runs over two lines, the pdf export shows it as a hyperlink, but the link doesn't work. In this case, only the first part of the link works, so it doesn't go to the right page.
url test.pdf
url test.afpub