I am having a similar problem. If I type the web address in in my Word Doc then the link is active when I create my PDF. If I create a hyperlink via the 'Insert' option then it is inactive when I export. I need to do it this way as I want to give the hyperlink a different title as the address looks a bit messy strung out across the page. Whereas my email address that is on the same PDF page is active when I export.

I am exporting through the Print option to create a PDF, I've also tried creating a postscript file then using Acrobat Distiller, as well as saving my doc through word as a PDF, the final out come does not change!