If you were using the Windows version of Acrobat you would have no issues.
The people at Adobe claim that Office for Mac applications don't have the proper "hooks" for hot links (URL and email addresses).
When talking to folks on Microsoft side they say that's something that comes out of the south end of Cow facing north. They say all the proof you need to prove is create the file with the links save as a PDF then open in the PC version of Actobat.
You can manually add the necessary links. The Missing links issue is something Adobe has come up with so they won't have to fix the problem. Maybe in years past in the day of Word 6. But since then MS has tried to improve compatibility between the Mac and PC versions. 2011 is almost (not quite) a direct port of Office 2010. Down to the Ribbon, VBA, Macros and other features.