An update to iOS 10 appears to have introduced a behavior in which URLs in text messages are sometimes not clickable (https://discussions.apple.com/thread/7912573). As this is a behavior of iOS, it's unfortunately beyond our control. We hope Apple will address this in a future update to their iOS!
Based on sporadic reports of this behavior among our customers, we know that it primarily impacts new profiles, likely because the URLs being used are brand new and not yet "trusted" by Apple's security algorithm.
We've seen that URLs will generally become trusted and clickable over time. As you use the platform and send out more review requests, Apple will come to trust the link and make it clickable. In our experience, this issue seems to resolve itself fairly quickly with use. So unfortunately while a few recipients on iPhones might experience this when you first get started with an account, it shouldn't be a long-term issue.
We recommend that, especially when getting started, you make sure to enter an email address for your recipients as well as a phone number. That way those few customers who may experience Apple's iOS 10 issue can still get a review request via email.