New versions of Gnome have a broken behavior for double-click selections. Strings like URLs can'be be selected with double-click, as usual.
The correct behavior can be restored with:
$ dconf write \
/org/gnome/terminal/legacy/profiles:/:${PROFILE}/word-char-exceptions \
'@ms ":-,.;/?%&#_=+@~·"'
@ms
stands for maybe-string-gvariant-type, it seems.