Comment by heavyset_go

IMO Konsole does it right, it's a feature that's disabled by default, and there is an explicit warning next to the option to turn it on that says:

    WARNING: This has security implications as it allows malicious URLs
    to be shown as another URL or hidden.
    Make sure you understand the implications before turning this on.

Then it has an option for you to enter the link schemes you want to enable, like https://, file://, etc