In a terminal I'd intuitively expect displayed text to not lie, especially if clicking it has consequences.
The use-cases provided seem to all just be more or less "it's convenient and looks good", which is the last thing I care about in a situation like that.
That's probably not a good intuition to have for a display rendered from ANSI escape sequences. Maybe not even from text rendered from unicode.
Though a good terminal should let you control whether you want to render the anchor text, show you the underlying link when you focus/hover/click it, etc.
