I have tested this today in 1.2.00.23308. What I am seeing is as follows - Hyperlinks on seem to show on the New Task when it is first created. Not in the title, not in the comments, not in the description. Hyperlinks show in Outlook when the task is assigned. Here is a screenshot
2.) Raising to Microsoft Support via a ticket in your Microsoft 365 Admin Portal
If there are any AMA's coming up I would raise it to. Recommend when raising to reference this thread and the BUG above as first step is to usually raise it there. Could also raise this through the help section in the Teams client too.