I figured it out. Rookie mistake. For anyone experiencing the same, click the drop down arrow next to "Link to:" and select web address. For some reason, Rh doesn't recognize that it is a web address unless you do this.
That's correct. Just one note: this isn't a RoboHelp problem. It's the browser that can't make out that you're linking to a web address. (Though RH could probably be more helpful by adding the missing information for you.)
I'm wondering if Jacob simply pasted something like SomeSite.com into the hyperlink field. Seems when you do that RoboHelp doesn't really understand it needs other stuff. But if you paste www.SomeSite.com, RoboHelp then prefixes it automatically with http:// because it understands that www is linking to the web.
Note I'm generically referring to just pasting into the hyperlink dialog without specifically choosing the drop-down.
I included the full web address. I am used to Robohelp 10 recognizing that, but I don't think Rh 2015 does.