Doubtful. Switch to code view after putting the cursor at one of the links and see what has happened.
If you are previewing in a browser perhaps the browser is more tolerant of errors than Sigil is. Sigil is VERY picky about correct code.
It will ask you if you click on a hyperlink that would take you onto the web.
Now if the link is all in java or something like that, Sigil does not do that.