By default hyperlinks are rendered in the command window. You already have the underlying text that you want in your variable but you have to hover over the hyperlink to see it in the command window. The variable editor will show the underlying HTML. So you should easily be able to extract the URLs with something like
hyperlinks = regexp(html,'<a.*?/a>','match');
I have often though that it would be really useful to have something like "Copy Link Address" available on a right click in the command window (particularly to extract matlab: hyperlinks).. What do you think?