Buried in the API demos I found the solution to my problem:

Link.java:

// text2 has links specified by putting <a> tags in the string
    // resource.  By default these links will appear but not
    // respond to user input.  To make them active, you need to
    // call setMovementMethod() on the TextView object.

    TextView t2 = (TextView) findViewById(R.id.text2);
    t2.setMovementMethod(LinkMovementMethod.getInstance());

I removed most of the attributes on my TextView to match what was in the demo.

<TextView
    android:id="@+id/text2"
    android:layout_width="wrap_content"
    android:layout_height="wrap_content"
    android:text="@string/txtCredits"/>

That solved it. Pretty difficult to uncover and fix.

Important : Don't forget to remove autoLink="web" if you are calling setMovementMethod().