select a URL in some (non-gnome-terminal, to make it clearer) application.
Use the middle mouse button to paste it somewhere in gnome-terminal or an xterm
or a browser URL bar.

hover the mouse pointer over a different URL in gnome-terminal, right-click
("dingus-click") and choose "copy link" from the menu.

Use the middle mouse button to paste in xterm or a browser and you'll find the
*first* URL.
Use right-click/paste in the browser bar (if it supports it) and yuo may find
the 2nd URL.  Or you may not, depending on whether the application uses the
primary selection or the X clipboard.

The reason for this weridness is that the usual GUI paradigm is "select
something, then manipulate it", e.g. by dragging or with Copy.  And selecting
sets the primary selection, hence allowing interaction with the X selection
model.  But gnome-terminal violates that by letting you copy something you
didn't select.

The right fix is probably to have the menu item in gnome-terminal be "select and
copy link" and grab the primary X selection as well as the clipboard.