Links lost in Notes app Export to PDF
I'm trying to manage the Full Cycle from,
iPhone Share button -> Notes App -> El Capitan Notes app -> Export to PDF (an archive solution)
I like to "Share" links to my Notes app on my iPhone (see example screen capture). Eventually, I need to archive old links. To export/archive I found the Export to PDF feature in Notes app, but links are lost.
I tried to drag and drop the Note from Notes app to the desktop, but this doesn't work either.
What should I do to save and Archive iCloud account Notes?
MacBook Air, OS X El Capitan (10.11.4)