However, I'm not sure if you're saying that you can't paste into the Hyperlink Properties box, or if you're saying that nothing ends up in the document.
Welcome to the Serif Affinity forums what it's worth, pasting is possible for that function on Windows. When I want to insert a hyperlink (text > interactive > hyperlink properties or Add Hyperlinks icon via hyperlinks studio) I can't use cmd+V to insert a hyperlink. I've been having this problem since forever, and it never seems to have been fixed.