Steps to reproduce:

Step 1. In JIRA Issue Navigator, create s filter. Make sure that at least one of the issues that will be included in the resulting view, has a field with HTML tags in it. You will have to include that field in your list of columns to display in step 5.
Step 2 Copy the URL
Step 3 Go to Confluence, create a page, add JIRA Issues Macro.
Step 4 Paste the URL from step 2 into the URL text box on the JIRA Issues Macro parameters screen.
Step 5 Fill out all the other parameters. In the JIRA Field Columns to Display use one of the text fields from Step 1, where you had HTML tags.
Step 6. Click "Save".
Step 7. Click "Preview".

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Description of the .jpg

In the first narrow I've just typed: www.atlassian.com
In the second narrow, I've typed: <a href="http://www.atlassian.com">Atlassian</a>