This seems to be a known issue on Microsoft's website. When a new link is created and a filter is added to the highlighted content web part to pull that link it seems to pull the link in a card layout.
But upon clicking the link it tries to download the URL file, and not go directly to the link you entered on the link. Very strange.
If I go to site pages and click the URL there it goes to the link. But I must have a card layout for highlighted content. The cards don't have IDs so I can do any CSS to them. Is there any way to get a link to work like a link is supposed to work?