I bet that AT&T can detect "non-real-user" phone numbers, so their hyperlink filter only acts on those numbers.
I have been using Google Voice as my secondary phone number for the past 5 years, and some services manage to detect that it isn't a real phone number and refuse to work with it. More specifically, it usually happens when I try to use 2FA over SMS (note: i know that 2FA over SMS is not considered secure, but some of the services I use only offer this as their 2FA, and it is better than me not using 2FA at all). It doesn't just fail to deliver the message, the service straight up tells me to enter a "real" phone number.