In my fogbugz case, my user has written in teh Fogbugz edit field:

"The feature design can be found here"

where here is a hyperlink under "here" to the appropriate confluence document.

Unfortunately the Fogbugz importer does not see the hyperlink and imports it as ( from XML of my JIRA issue):

<p> The feature design can be found here.</p>

poof - hyperlinks all gone - there is no warning in the log files either