PDF's link annotation does not work in version 3.30.2
In the PDF's specification, a link annotation (section 126.96.36.199), though a sub-type of an annotation, can have a Goto action (section 188.8.131.52) which jumps to a destination (section 12.3.2). It seems that Evince does not open such a link, at least when a destination is a named destination (section 184.108.40.206) in the example PDF file shown below.
Evince version: 3.30.2
It is not a bug, but an incomplete implementation of the PDF specification.