I have a book title in Italics, and created a link to the content of that book in Logos. Before I added the link, the italics formatting was preserved by the PB compiler, but now that it's a link, it comes out in non-italic text. Nothing I do (formatting the entire bracketed bit of text including the brackets, for example) can work around that. (see below)
Here's a small test document that exhibits this behavior:
7610.Foo_test.docx
In Word (note italics on title):

In Logos (italics are gone):

EDIT: I get the same result if I format the opening and closing brackets and spaces and >> as italics too:

The only way I can get it to show up in italics (I've just discovered), is if I format the URL as italics too:

Then it finally showed up as Italics in Logos:

But Logos should be getting the formatting from the visible link text, not from the URL which isn't even visible in the final document. Cf. how Word does this with fields.