I haven't used a desktop email client since webmail became a thing. That said, I can right click on any mailto link and copy the email address that way. Less computer-savy people won't know to do that though and WILL wonder why the email link isn't working. Generally you want to provide the email address in the text:
<a href="mailto:zzz@zzz.com">zzz@zzz.com</a>
Bots will spam you, but that's what spam filters are for. They'll spam you by reading the source code mailto:zzz part of the link link anyways.