PDF's link annotation does not work in version 3.30.2
In the PDF's specification, a link annotation (section 220.127.116.11), though a sub-type of an annotation, can have a Goto action (section 18.104.22.168) 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 22.214.171.124) 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.