The capability to get a hyperlink, when adding a simple link :
e.g., text(0.05, 0.95, 0.0,'http://www.mathworks.co.uk')
to an exported figure, is something completely handled by Adobe, and not by our software.
As a counter example, in MATLAB, you can emulate a hyperlink on a figure by adding a "ButtonDownFcn" callback to the text, but this hypelink will not be exported into the PDF.
In other words the commands SAVEAS and PRINT work independently from the Adobe Tools (which interprets the figure generated in MATLAB).
A workaround, is to create a text handle with the name, e.g., 'Mathworks':
text(0.05, 0.95, 0.0,'Mathworks')
and then you add a hyperlink to 'http://www.mathworks.com', directly from Adobe Acrobat, as the following link shows: