Hi @Arjun Reddy Yer 

Try below code

function onChange(control, oldValue, newValue, isLoading) {
   if (isLoading || newValue == '') {
      return;
   }
    if(g_form.getValue('my_telephony_issue_is_about>') == '<add_modify_access>'){  // Also check if the value has <>
 var url = 'https://uat.service-now.com/uat_sp?id=sc_cat_item&sys_id=4ffe2590db4a73005841e3334a9619ed&sysparm_category=34bb6f54db650740f91e7aecbf961929';
 g_form.addInfoMessage("<a href='" + url + "' target='_blank' >");  // Modified this
 }else{
 g_form.clearMessages();
 }
}