Link in Data Grid Widget

Hello, I'm having an issue with adding a link into a Data Grid widget. I successfully add the link in the builder, however, when I preview the form or add the form to a webpage on my site, the link does not render (the text is no longer a link).

Am I doing something wrong? Please help. 

The links are not supported on the Data Grid Widget. I have submitted a feature request to make that possible. Unfortunately we can't provide an ETA when this will be implemented but you will be notified on this thread as soon as possible.