If I understand you correctly, you should be able set Data Categories for that field to 'Web URL' in PowerPivot to show it as a clickable hyperlink in Excel Power View. For more details about how to Set Data Categories for fields in PowerPivot, you can refer to this article.
I googled this solution already, anyway thanks for the suggestion, but I don't need a pivot on the result, it is just a report and was hoping that it could be done with PQ. I wrote the query in the Access database and the exported result was a hyperlink.
I've found some work-arounds to convert the text to hyperlink. The remaining question is why PQ does not detect the field type and handle it appropriately.