Email received from Automation Engine with the URL has only a partial clickable hyperlink.
The clickable hyperlink stops at the first space character, so when the user clicks on this URL, it doesn't find the path. Example: file://server/folder space/file.pdf.
By default, the Send E-mail task writes its mails in plain text (see Automation Engine manual, chapter "Send E-mail"). A string of text representing a URL is treated in exactly the same way as any other string of text, there is no metadata attached to it to make it a URL (and "clickable").
If you want a clickable URL in the mails created by the Send E-mail task, you might want to try adding the URL in between quotes. Example: "<<fileurl/>>". This might give what you want - at least in an Outlook mail client.
If you want to enforce a URL safe encoding, know that there is a feature called SmartName formatting - explained in the chapter "Formatting SmartNames" of the Automation Engine manual.