Thanks. This has been fixed already and will be included in the next release.
It is part of a broader update / tidy up of note display code, so cannot be provided here as an isolated “quick fix” unfortunately.
(Note: for clarification, the ability to include links in notes is limited. The URL will only be converted to a link if it is the first line of the NOTE tag, and includes nothing else on that line. This is not a new requirement – just a clarification of what was previously the case.)