Hyperlinked Data from Source to Power Query

Power Query cannot see any formatting, and a URL assigned to a cell in Excel falls into that category. the URL would need to be represented as a text value next to the cell or in the table somehow. 

For example, you could have the number 12345670 in a cell and formatted using "$#,###," as the format. Excel will show $12,346, correctly rounded to the nearest 1,000, but Power Query only sees 12345670.

This archived article will show you how to use VBA in Excel to extract URLs, which you could run before Power Query gets the data. How to extract a URL from a hyperlink on Excel (archive.org)