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