The hyperlink is placed on an empty space below the first radiobutton and above the second one.
These controls are placed on a new dialog that comes before the VerifyInstallDlg.
If I move the hyperlink to the left so that some text are outside the bounds of the radiobuttongroup, those text become clickable while the rest that are within the bounds are not.
Another odd thing is if the hyperlink is set as transparent, it ends up with a white background. Setting Transparent to False shows with gray background same as the radiobutton text.