If I'm understanding you correctly, what you want to do actually is possible, just not as obvious as it should be... Highlight some text or an address, then click the underlined blue L
toolbar button; if the highlighted text is an address, clicking L will 'linkify' it, otherwise a location bar will appear
at the bottom of the window to type the target address into.
If you're like me, you got that far and then assumed that the feature was broken since clicking on the 'link' doesn't do anything. I realized only recently that the links work just fine, we just have to double-click on the link for KeepNote to realize
we want to follow the link in a web browser.