Whenever a message is sent for the first time to someone who hasn't saved the sender's contact, none of the URLs included in the message is clickable by default.

This is an intentional limitation by WhatsApp in an attempt to curb spam messages on their platform.

A quick workaround for this is to ask the receiver for a reply back to activate the links.
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Hence it has become a common practice to include a request for a reply at the end of the message. For eg, including "Reply to see the links" in the message body has proven to be an intuitive call to action to which customers are responding.