Crystal loses the hyperlinks when the report is printed to a printer, even if that printer is a PDF printer, probably because normal printers cannot print hyperlinks, and Windows may not even support this in print drivers.
The hyperlink will work if the report/document is sent to screen and is also retained if it is exported to PDF from there, but not if it is printed to a PDF printer from there.
It is possible to include hyperlinks in the email template so that they are placed within the body of the email.