They don't work! I'm finding it incredibly annoying, as I'm trying to unsubscribe myself from lots of mailing lists that I stupidly signed up to (when entering their competitions, generally). I click the link and it turns into the active colour, then nothing happens. What's the problem? I can't see why something so simple is not functionning in one of the key iApps. The most annoying thing is that you can't even control-click it to copy the link location, as if you do that, it selects the whole table/cell/row of the email.
Any ideas? Or reasons why Apple hasn't solved this yet?