Here the SRichTextHyperlink is the subclass of SHyperlink, while SHyperlink is the subclass of SButton, which means it impossible to do auto-wrapping like normal text. Furthermore, this solution is almost equivalent to use a URichTextBlock under the UButton in UMG’s Designer view windows which is more easy to understand and implement. BUT this also doesn’t support text’s auto-wrapping.
So the key problem is the wrong and controversial description in official docs, that the RichTextBlock DOESN’T support hyperlink at all since there’s not easy way to hook user custom callback with text’s auto-wrapping functioning.