How to copy text with link to clipboard to paste it into excel

I create data on a website, which is table like. I want to copy that data to excel. I do that using Tabs to go to the next cell in the row and newlines to go to the next row:

let clipboard = 'My link' + "\t" + secondCell + "\t" + thirdCell + "\n" + 
firstCellSecondRow + "\t" + secondCellSecondRow + "\t" + thirdCellSecondRow;
navigator.clipboard.writeText(clipboard);

Copying that text into an excel table works well:

Now my challenge is, that I want to add a link to text of one cell. My intuitive approach was to add the following text to the clipboard:

let clipboard = '<a href="https://www.my-url.com">My link</a>' + "\t" + secondCell + "\t" + thirdCell + "\n" + 
firstCellSecondRow + "\t" + secondCellSecondRow + "\t" + thirdCellSecondRow;
navigator.clipboard.writeText(clipboard);

But that doesn't work, it will actually display the text with the html in it:

What I want is only the text "My link" and an actual link that is clickable:

Since copying of text with links is possible in excel, I feel that it should somehow work. Can I do that with javascript?

from How to copy text with link to clipboard to paste it into excel