I don't know if there's an equivalent on other OSs, but in most browsers in Windows if you hold down Alt you can select text in an otherwise clickable link.
But this is what I hate most about Slack specifically and Electron in general. It’s so obviously a web app shoved into what kinda looks like a native window. But all the behavior is webpagey, except not in my browser, which I already know how to use.
Here’s a fun one:
Click in the conversation history panel. Use your “select all” shortcut. Despair.