Looks like Apple's implementation is a bit better then. I just tried on Windows and I definitely don't get any clickable links when printed with the OS print-to-pdf driver. (I do get them with Chrome's save-to-pdf feature which circumvents "printing" and generates the PDF itself.)
Good to know for future discussions about this technique. I wonder if there is a way to make Chrome on Windows behave better in this regard .. seems quite shortsighted to me that they'd remove the links, although maybe a security boffin has made the case for it.
Either way, haven't used Windows in decades, so its a non-issue, but it is interesting to note that this isn't something I'd be doing if I did switch.