Links once exported as an MP4 or Video/Movie Format

[webgraphicsprint]

Hi all. I'm completely new to Adobe Animate. I'm trying to link text or a button up to an external URL. This works fine when I preview the animation in-app, but when I export it to any file type, the links don't work.

Can someone tell me what I'm doing wrong and help me with this please?

Thank you in advance ☺️  

[ClayUUID]

You aren't under the impression that video files can contain clickable hyperlinks, are you?