You're correct in observing that the keyboard shortcut Ctrl + Alt + Shift + H in the Webex app (for Windows) will copy the highlighted number into the dial pad, but does not automatically place the call. This is by design, and currently there is no native setting to make the call initiate immediately after using the shortcut.
What the Shortcut Actually Does
Ctrl + Alt + Shift + H:
Captures a highlighted phone number (e.g., from a web page or document)
Opens the Webex dial pad
Pastes the number into the dial field
Waits for user input (you must click "Call" or press Enter manually)
Is There a Setting to Auto-Dial?
Unfortunately:
No — there is currently no setting in the Webex app or Control Hub to auto-initiate the call immediately upon using the shortcut.