Hyperlinks not working properly after copying from one InDesign file to another

I've been sent an InDesign layout from a client and I need to copy and paste that layout into my InDesign file. The client has set up hyperlinks throughout the document (mainly just email and website addresses) and although they work perfectly in their document, they become broken when I copy them across.

For example, in their document when you click on hyperlink it links to a URL, however when I click on the hyperlink in my document it links to a 'Shared Destination' which I don't want it to do.

I have no idea why this is happening - is there anything I can do to prevent this? I don't want to go through their layout once I've copied it over and correct all the hyperlinks!

Thank you.