MFC hypelink, the CFE_LINK attribute cannot be copied or saved

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MFC

First of all, give my sincere thanks to you who pay attention to my question.
I would like to add hyperlinks in the view inherited from CRichEditView. Now i can successfully realized hypelink using code shown below.The text hypelinked can response to mouse clicks normally.
CHARFORMAT2 cf;
ZeroMemory(&cf, sizeof(CHARFORMAT2));
cf.cbSize = sizeof(CHARFORMAT2);
cf.dwMask = CFM_LINK;
cf.dwEffects |= CFE_LINK;
GetRichEdtiCtrl().SendMessage(EM_SETCHARFORMAT, SCF_SELECTION, (LPARAM)&cf);

But, which confuses me for a long time is that: the hypelink cannot be copied or saved.That is to say, when i copy the text hypelinked and then paste,the text is non-hypelinked. I obtain the attributes of the text and list below:

non-hypelinked text
cf.dwMask ---- 4278190079 ---- 1111.1110.1111.1111.1111.1111.1111.1111
cf.dwEffects ---- 1140850688 ---- 100.0100.0000.0000.0000.0000.0000.0000

hypelinked text
cf.dwMask ---- 4278190079 ---- 1111.1110.1111.1111.1111.1111.1111.1111
cf.dwEffects ---- 1140850720 ---- 100.0100.0000.0000.0000.0000.0010.0000

the CFE_LINK bit is 0x20, CFM_LINK bit is also 0x20, which can be viewed in richedit.h

Thanks.