I avoid full alignment. It is harder to read. That said...
When a hypelink is longer than one line, you are going to have this problem (breaking between letters). Word does not distinguish between an underscore and a letter; it has to break somewhere.
If, after you paste, you activate the hyperlink using AutoFormat as you type, by pressing the space bar, you can then add a space or a manual line break to force a line break. The space becomes part of the hyperlink
text but not the hyperlink target address.
In the second example, the entire hyperlink is seen as one word. Again, if you make it an actual hyperlink field, you can then break it.
All of the links shown link back to this page. The document with the links is attached.