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>If you copied that text, you would not really expect the link symbol to be copied along with it.

Because it's not in Unicode it can't be copied. If it was in unicode symbol I would expect it.

But it's not part of the text, it is a decoration. Even if it was in Unicode, I would not expect it to be part of the copied text.

Isn't this something like a stylistic editorial decision? Basically it could be either way depending on what the author/publisher/editor wants.

On a lot of pages links are hidden as plain text and only show up if someone hovers over them. (Great? Confusing? Bad UX? Sure, but still a choice.)

At the same time someone else might just use underlining, but no different color. And someone might just want to use a symbol.