Keynote problem - clicking hyperlinks in presenter display

My Keynote presentations have some embedded hyperlinks, some that open external websites, some that activate web videos. When presenting using the presenter display (HDMI connection), clicking on the hyperlinks simply doesn't work: it just advances to the next slide.

When I'm not actually connected to a projector, using "Rehearse Slideshow," the links do work as normal. The problem is only when I am actually presenting.

Any ideas on a solution for this? Does it matter in Keynote preferences whether I have the "pointer showing only on slides with links or movies" option selected?

Thanks.