And Microsoft own the client, so they are the one company who don't need to do this!

If you really want to check every time someone clicks on a link then you can do this in the client and keep the visible link the same for the end user.

But instead there are different teams working on this in Outlook, Teams, Exchange, Defender and god knows where else.

(I'm one of the people in corporate IT trying to turn this off and often struggling)