I guess you’re referring to hyperlinking text?
If so, this article has more info about how it works - Wix Editor: Adding a Link to Text | Help Center | Wix.com
Specifically this:
Note:
You cannot link text that spans over 2 paragraphs if you separated those paragraphs using the Enter key. To resolve this, you can use Shift + Enter to create the line space instead of the Enter key.