The control of links is within Adobe XD files, so if you don't have the file you can't edit the link. If you'd like to see this behavior changed, please visit https://adobexd.uservoice.com where you can search for existing feature requests and upvote them, or create new ones. That's where the XD team looks to figure out priorities for new features (not here, which is for helping users in their use of the app).
And I know it can be frustrating waiting for new features. In young apps like XD there's so much that can be done, but new things time to build (and they can't bulid everything at the same time). But please share you thoughts on https://adobexd.uservoice.com
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