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I have found that I need to have a Gmail account, and use that for emailing weblinks to people. Using Firefox, the link shows in the email as a hotlink when I send it by Gmail, but not if I send it by Yahoo or Hotmail.
If you send the weblink via Hotmail or Yahoo, it will not appear in blue, but if the recipient hovers over the URL in the message body, a menu should open giving the recipient the optin to Open the Link. But your email recipient probably doesn't know that, and it requires the action on the part of the recipient.
I don't think this has always been the case. It seems to me that newer versions of Hotmail and Yahoo mail programs have been "improved" by disabling that feature.