You do not have to use hyphens in you URL, but you will probably need to encode them. The code for an En Dash is “%E2%80%93”, and you will need to ensure you turn off processing of the text tokens in the Open URL action as well.
Keyboard Maestro’s Open URL, uses the system NSURL to parse the URL, and it is very unforgiving - the URL must be well formatted or it simply fails outright.
There is probably a service on the web somewhere that validates a URL, and that would be a very useful resource for this sort of issue. If anyone finds one, I’d be happy to hear - I couldn’t find any service that failed that URL (except NSURL apparently!).
Probably for reasons of Visual Spoofing you can’t use the different dashes (hyphen, En, Em) to distinguish addresses. Even with en Em Dash your URL always leads to Matthew 18:1-14
So I think it doesn’t matter much if you replace the En Dashes with hyphens, or if you encode them, as long as KM’s URL action is happy.
BTW, in the heading of the webpage article itself, there is a hyphen in “Matthew 18:1-14”. Should probably be an En Dash