How to pass a link into a custom Action

Question

currently I have define a Custom Action where I am validating whether a client machine has .net 6 installed or not and a appropriate message I am passing through session message. like below.

 string downloadLink = "<a href=\"https://dotnet.microsoft.com/download/dotnet/6.0\">https://dotnet.microsoft.com/download/dotnet/6.0</a>";
 string errorMessage = $"This setup requires Microsoft .NET 6.0.16 SDK. Download the SDK from {downloadLink}";

 session.Message(InstallMessage.Error, new Record { FormatString = errorMessage });

and the above message displaying in InstallExecuteSequence like below.

 <InstallExecuteSequence>
 <Custom Action="_CA_CheckNETCoreVersion" Before="FindRelatedProducts">
      <![CDATA[NETCORE = "NO"]]>
  </Custom>
</InstallExecuteSequence>.

but the download link what i provied it is coming as normal text like below image

please help me how can I make the above link as clickable