I'm working on some fun things and thought to try a few options using hyperlinks in Pro.
In order to not waste my time I looked up the relevant help to find out what Pro can and cannot do with hyperlinks.
This is the full extent of help on the topic:

This is not the first topic with a severe lack of proper help, hence not being specific in the title.
Please improve all documentation.
When adopting this idea:
https://community.esri.com/t5/arcgis-pro-ideas/change-pro-development-to-use-a-more-conservative/idi-p/1547856
maybe Esri will then have the time to do proper housekeeping, rather than just pushing new bugs features all the time.