I have to agree with @ComplexPoint. It's not clear what you are trying to do, but please spell it out and I'm sure someone will be able to help.
Pasting your post into Apple Pages preserves the link you included. If that page is then exported to .rtf, the link is preserved.
The forum thread you linked to might (perhaps â I would like to know its relevance before I read it all!) suggest that you want to save any links as Markdown. If that is the case, you will have to paste into an application that supports Markdown, rather than Pages.
Oh, right... This does not answer your question but I see what you mean.
I made a test macro which included an Insert Text by Pasting action which used the %SystemClipboard% token. The URL was not in the pasted text when the macro was run, and the URL was stripped from the clipboard. Using Insert Styled Text by Pasting instead fixed that.
To summarize the clipboard behaviour of those two Keyboard Maestro actions:
Insert Text by Pasting creates and pastes from a public.utf8-plain-text NSPasteboard item.
Insert Styled Text by Pasting creates and pastes from a public.rtf NSPasteboard item.
As @kevinb points out, it's a public.rtf pasteboard item that you need here.
If you simply use a Keyboard Maestro Paste action when the clipboard contains (as it usually does) NSPasteboard items of various types, then the receiving application will make the choice of which NSPasteboard item to use.
When we copy from a page like this, using Safari, for example, Safari populates the clipboard with pasteboard items of the following types:
com.apple.webarchive
public.rtf
public.html
public.utf8-plain-text
com.apple.WebKit.custom-pasteboard-data
which gives applications like TextEdit and Pages plenty to choose from.