For phone numbers, some devices (HTC) did / do highlight phone numbers automatically, but other manufacturers didn't seem to.
It may have something to do with Apple patents and the lawsuits between Apple and HTC, and possibly with the recent Android versions (probably for the same reasons).
I have it on my to-do to detect and highlight phone numbers.
Now, addresses (http://) should work already, if you have a sample message where it's not detected, please contact me at kmansoft / at sign / gmail / dot com.