How to add URL link to generateed PDF (splice does NOT work as per documentation)

I am trying to generate a PDF from a bunch of Photoshop files and want some of the images in the generated PDF to link to external web sites.

I am using the File -> Automate -> PDF Presentation to generate my booklet from a group of PSD files, each one representing a page.

Online help says the way to do this is to use the splice tool to select the area of the image and add a URL and the target of _blank.

The images below show that this is exactly what I'm doing but there is no clickable link on the page. I have shown the Photoshop Slice options and then the settings when exporting to PDF.

Has anybody actually got this to work?  If so, what have I done wrong?

I am running the latest version of Photoshop CC 2024 and running on Windows 10.