HTML parsing would be the ideal way to do it if one is interested in extracting the links (and/or information from other tags) from the fetched page.
I just wanted to make sure that when saving a fetched page, I save all absolute links so that next time when I open the page, I can navigate easily. I wasn't interested in extracting any information from the page. So, I came up with the RegEx above, which does the job in just 1 line.