Yes it's intentional that there are no links if there's mixed record types in a profile.
It's been like that for a LONG time:
https://issues.civicrm.org/jira/browse/CRM-1974
Also for reference: https://github.com/civicrm/civicrm-core/blob/5.15.1/CRM/UF/Page/Group.php#L353
UPDATE: Based on the comments, I think this is what is desired:
- Create a profile that has just the membership fields.
- On the manage contribution pages, on the profile tab for your membership contribution page, include the profile either at top or bottom.
- When the person goes to buy their membership using your contribution page they'll see the custom fields from your profile.