Szadzik, I'm not behaving as if it doesn't work anywhere. Of course hyperlinks work - That's what they're designed to do. but that's not what I'm saying.
I'm saying that on my Desire HD, the PLAIN TEXT phone number (the second one you entered in black plain text - 1-847-555-555) worked, and it open up the dialler. UK formatted numbers work (01xxx xxxxxx, +44 1xxx xxxxxx) as per the plain text numbers on the website I linked to.
I know they're not formatted as hyperlinks, but they work. I can try to video it somehow if you want proof?
(Ironically, it seems a US formatted number with dashes may also open up the dialler on the S4.)
So that would suggest that HTC have (or had) a bit of code that recognised phone numbers formatted as plain text. In the Patent wars, they appear to have been called "Data Detectors." The link I provided would suggest that it has been part of the patent wars between Apple and Android hardware manufacturers, so I'm supposing that the functionality may have been removed, or redesigned to ensure it isn't breaching Apple patents. The Desire HD was manufactured before this particular patent issue was raised by Apple, so (and I'm supposing) perhaps the functionality hasn't existed on new phones for a couple of years. Samsung may have something similar, but perhaps only recognising US or numbers formatted with a dash maybe (I don't know - I've not tested it exhaustively)