I've done some testing. It appears that data returned from an AJAX call does not get "processed" or "processed as expected" and thus does not automatically get linked as a phone number. However, passing the phone number through AJAX as a phone link does work.
For example, just passing 555-678-1234 does not get the active phone linking. However, passing:
does provide the active phone linking.
Now the only problem for me is that myTinyTodo does not allow the inclusion of HTML as code. It just sees it as text. But, now that I know what is going on, I can try to incorporate a "hack".