Hyphen Missing when copying web URL address from a PDF - InDesign

Are you copying text from the PDF, or an embedded/generated link? If it's text, the problem is more likely in the platform's method of cutting and pasting data than in the PDF itself. What if you paste to a plain-text document or field, so that there should be no "cleanup" or "fixing" of the URL?

You may have to encode the dash as is done with spaces (using %20) so that it is interpreted correctly. Use %2D instead of the dash in the actual link value. That is, "http://www.test  [dot] com/my%2Dpage.html"  instead of "...my-page.html".)