URLs are one the most difficult things to cope with in written material, whether that is text in printed form or on the Web.
One way to solve this in layout programs such as InDesign is to specify the URL as having "no language" (you can even set up a character style to specify "no language" as the language). InDesign will then only break the line when it has to and will not insert a hyphen.
But in most such programs, the way to deal with URLs has improved in the last couple of versions. The biggest problem is that if the URL is broken in a word which is in the program's hyphenation dictionary it will make it impossible to just select the web address and either click on it or copy it into a browser winodw. To a computer, the hyphen turns iot into aan entirely different address.
It is also common to use a "discretionary line break" linked with a character style to put the DLB after the @ sign or before the dot of .com
Some time ago (CS3?) InDesign's internal rules for line breaks changed to include the slash(/), back-slash(\), underscore(_), ellipse(...), commercial-at(@), any dash (en-dash, em-dash, etc). They also added some algorithms that allow breaks at periods within URLs but not abbreviations... that was definitely getting better at the time I stopped keeping track and is by no means easy to achieve.
There may now be even better ways to solve the problem and I would be surprised if it cannot also be done in the latest QuarkXPress.
My main point is that there are now ways to ensure that a web address is not broken by adding a hyphen and proofreaders should feel confident in marking bad URL breaks and perhaps even suggest some of the possible solutions. In checking proofs it is also worth ensuring that if an address does include a hyphen, it is one that is meant to be there and not one which may have been added because of a line break that no longer applies.
On web sites those responsible should also ask why they are using long URLs in a visible form, though I have to admit I have been guilty, as it does ensure that if web text is copied for use in other media that the URL is copied, and not just the text of a link. Where that is not likely, just embed the full address in the HTML code as an href attribute.
For MS Word the advice is to enter the URL in both the address and text-to-display boxes of the edit hyperlink dialog. You can then add a space within the text of the URL without upsetting the link, or better still, use the zero-width space character or a no-width optional break after a character in the URL such as a forward slash. This character has no shortcut key but you can allocate one in the insert special characters dialog if you need them often.
If you have a better way, let me know.