I tried it out and did get the full text of my notes/comments and certain information on the match (name, 95% confidence kind of stuff). Didn't see any hyperlinks, but might be blocked by my software.
The problem is it copies everything on page and so there are lots of formating problems. I suspect, however, you are correct that they are working towards giving us something that will down load with the comments and match information. Normally, you would not get the full text of the comments/notes revealed like this when you haven't expanded the comments/notes.
In the meantime, I suspect someone might be able to play around with it to deal with webpage formating problems and the picking up of extraneous stuff off the webpage. But as we have seen, ancestry.com has steadily made this better and better for searches so might be worth waiting a bit to see how this translates into something that will allow us to easily save this information.