Copying across embedded HTML links using Safari
As far as I have seen Safari does not copy the URLs when you select text with URLs in them. However that may be more of a function of the destination. I say this because if you select text (pictures too) from a web page that has hyperlinks in it, paste it into an MS Office document and MS Word preserves all formatting, including hyperlinks, pictures and formatting as it appeared on the source web page.

So you may have to use Firefox on your new iMac to do that particular thing assuming you don't want to copy the source of the page just the intact URLs.