Did they indeed ask for the clickable link, because they want the link or were they asking because they actually want the FROM: address to be the users address.
The latter is possible by simply adding {Email} to the FROM: field in the admin message settings.
If not, your approach is correct.
but I'd actually like the actualy email field in the form to be the clickable link.
you mean in the 'blue data block' in the admin email? you can of course create your own complete block/template and thus add the link around the field value. you'd then need to turn off 'Include user input at the bottom of the admin email'