Jira sends urls as HTML DOM node strings:  https://github.com/jenkinsci/jira-plugin/blob/master/src/main/java/hudson/plugins/jira/JiraChangeLogAnnotator.java lines 116-121.

The TFS Plug-In filters the HTML special characters and escapes them:  https://github.com/jenkinsci/tfs-plugin/blob/master/tfs/src/main/java/hudson/plugins/tfs/ChangeSetWriter.java within the escapeForXml method.

The links appear as text instead of links: