[Toadling]

Yes, URLs only become clickable links in the Note field, not in the Name field of an action or project.

I'm not sure I'd call it a feature or a bug, but rather "the current design".

I wonder if maybe they don't turn into clickable links in the Name field because changing the style of text there is considered a global style change. I also wonder if having clickable links might be annoying when editing action/project Names (although, I guess you could argue the same would then be true for the Note field).