Maybe I'm missing it, but where in the GEDCOM does it show up as a link? Notes? The only thing I'm seeing in notes is a text version of the Biography section. I've looked at it in 2 different programs and it's the same in both.
Edit: Ok, I looked at a GEDCOM from WikiTree as a text file and I see it as WWW (URL). However, the programs I use don't recognize it, don't bring it up for me to add, and don't import it into notes or anywhere else. If it's not imported to notes or somewhere, I'll never see it.
Edit 7-18: After a little experimenting, I have a work around for this. Open a GEDCOM from WikiTree in a text editor. Search and replace all WWW with _WWW (being sure to check "match case" - otherwise you mess up the URL) and save (making sure it saves as a .ged file). When you import the GEDCOM in Legacy it brings up a box showing the _WWW tag as an unrecognized tag that you can remap or add. Add WWW as a tag and import. Now it shows up as an event named WWW with the URL in the description field.