Thanks for reporting this. Are you setting object opacity (in the control strip) or fill opacity (in the Fill drop down) on the text frame?
Does the text frame contain inlines? Are you setting the text frame itself as a hyperlink, or a selection of text within the frame? Are you hyperlinking by selecting an existing hyperlink in the drop down, or typing a new one and pressing enter?
1) I'm using the fill window and setting the opacity to 35
2) Line returned down, 120% Leading, centered to the box
3) Hyperlinking the whole text box
4) Typing a new one and pressing enter
I hope this infomation is correct to what you requested. It doesn't happen all the time.