No. This InfoPath feature makes sure that you have an "http://", "https://", "ftp://" (and possibly a few others) starting your hyperlinks. Every time you edit your hyperlink, if none of these are present, InfoPath will automatically add in "http://" to the start of your hyperlink.
The only way to fix this is to edit your .xml file in Notepad (or another text editor) after you save it from InfoPath.