Yeah, that concept was shot down - They don't want to add MORE fields ;)
FWIW here's the trac ticket again. It has now been "blessed" as a task for WP 3.4! Thanks to everyone who voted here and If you have time please follow the ticket and test the solution to make sure this much-needed feature gets into core:
For anyone seeing this now the issue is fixed! You can add links into the HTML version of a caption by adding the a tag using single-quotes (' '). If you are using the visual editor you can also insert links into caption text autmoatically.
You must log in to post.