Append all links on multiple pages

I saved a document (a statute) from the Internet to a PDF. The statute contains a link to each individual section, and is quite lengthy. I am interested in appending all of the section links to the PDF document over multiple pages. I have tried it this way, but it's not working: I select multiple pages using the page thumbnails pane, and then click Link - Append All Links on Page.  However, this only appends the links from the first page in the selection. Is there a way to view and depend all of the links over multiple pages?   I have attached screen shots to show what I'm talking about.