I am using InDesign CC.
I am making a bajillion ebooks and they all need to have icons on the back page (fb, twitter, instagram, youtube, and pinterest). All these icons are vector inside the InDesign document. And each icon has it's different hyperlink. I export it to PDF and they work beautifully. But when I copy the icons from one InDesign document and paste them into another InDesign document, some of them (not each one) lose their hyperlink. I noticed this in InDesign 5, but thought it was a bug and would be fixed in CC. Why would some lose it and not all? Any help would be sooooo appreciated!
I just tried to recreate your problem in CS6 (windows) and it worked for me after coping and pasting the icon from one documents to another -- the site (https://www.facebook.com) opened both in PDF and HTML.
I remember I had a similar issue when I was creating hyperlinks pointing from one indd-doc to another. (They were created for exporting to ePub). After coping-pasting a hyperlink was pointing to the original document so to make it work in InDesign I had to keep both documents in the same folder. To make links work in ePub I fixed them by a script.