You mean Batman?
I found a way to copy from an existing RTF document and pasting into the Display Text action which forces the text to become rich text. And I found two ways to convert the Display Text box to switch back to plain text.
And I just remembered I started a thread about a very similar situation here. This allows you to see the RTF style ruler (in Keyboard Maestro > Edit > Format > Text). I think this may be an important clue, but this isn't in and of itself enough to enable the links. But I think I'm probably getting closer.