They are working for me. Try just copying the url and paste it into the document - nothing fancy. Jive will convert it to the referenced page link.
If version matters, I am on cloud.
I've been stuck with the same problem on two different Jive platforms - both on-prem. Apparently the issue has been flagged for a while, would be great to see it fixed!
One group managed to work around the bug by adding a target="_blank" attribute to the links apparently but it didn't work when I tried myself.