Links in Notes to other notes not working on iCloud

I have some notes that contain to other notes. On my iPhone 15ProMax they do what they are supposed to do. But not when I use them in iCloud.com. Clicking some results in a message saying the destination note is not available. Reason: the destination note was deleted, on a different device or account, or was not shared with me. It seems that when I create a link on my iPhone, it also works on iCloud.com, but not the other way around. Why is that?