I'm using XFce 4.8 (x11-terms/terminal-0.4.6) on Gentoo GNU/Linux (x86 arch).

The issue is in the way of how terminal handles copying e-mail address to memory buffer: the operation is suggested on both types of links ('mailto:' prefix present and not).
Normally this perifix should be ignored.
I.e.:
Copying e-mail address 'user@mydomain.ru' gives after paste the same string.
Copying the address from link like '<a href="mailto:user@mydomain.ru">e-mail</a>' gives the same string ('mailto:user@mydomain.ru'), which is inoperable if pasted into e-mail address string in Thunderbird.
Normally 'mailto:' prefix should be ignored and copying e-mail address from string 'mailto:user@mydomain.ru' should give 'user@mydomain.ru' substring in memory buffer.