it could be that your default web browser was safari beta 1. go to system preferences, and set safari beta 2 (teh exact build that you are using now), to the default one. i hope that will fix it.
Actually, it does work. Just not on forwarded messsages. It shows up the link highlighted in mail but clicking on it brings you nothing. viewing source shows the forward arrows in front of the text. Maybe that is the problem.
Clicking on the link form the email sent out by macosx.com works fine.
That usually happens to me when the HTML <a> tag that makes the link has the property target="_blank". I know this because I was programming a newsletter with links and if I put target="_blank" the link didn't work, but when I remove that property worked.