Hey there,

I am really sorry for the delay of this reply as it is a weekend for us here.

Actually that is correct behaviour, if you would like your blog image show a link to show pop up, you have to choose this option "Display Pop up" https://take.ms/xPkpE .

Or if would like to show another link, you have highlight that image and click on the insert link icon from the editor https://take.ms/VTtrK

Hope this will help.