When I put URLs in the note section of tasks, they do not become active links. (If I open the web version on my Android phone, the links do work.)
I may be wrong, but it seems that functionality used to be there.
Is the ability to have clickable links in the note section of tasks something coming in the future?
I'm assuming you mean the web version of the site on a computer (as opposed to mobile or the app). If so, URLs in the task notes are clickable. If yours isn't working, I'd recommend you submit a support ticket.