June 26, 2020
Windows 10 Home 1909
InDesign 15.1 x64

When copying text, the Character Style of Hyperlink text is not copied.

Attached is a video showing the problem:
ITC Officina OTF [book, bold] are used.
A Paragraph Style is applied to all text.
A Character Style is applied to the "portfolio" and "imdb.com"
"imdb.com" is an active Hyperlink, as per the Hyperlinks panel
Once copied, the Character Style is removed from "imdb.com".

Bug happens if the Text Frame is copied, and/or if text is copied and pasted into new text box.
Bug happens in multiple INDD files.
Bug happens with different fonts.

I successfully copied Hyperlinks with Character Styles about a month ago, as such, I believe the bug is related to InDesign 15.0 or 15.1

Another user reported a similar issue, but for Mac:
"copy/paste of URL loses character style"
https://indesign.uservoice.com/forums/601180-adobe-indesign-bugs/suggestions/39926659-copy-paste-of-url-loses-character-style