Adding External Links to Photos

I am trying to add a external link to a photo via the link url field in the UI of media editor.
(see attached image)

I edited the link url field adding link to the external website. using the full address https://www.example.com

I click update on the media popup and then update to the page and the link has not been added. It still shows the file attachment id link.

I don’t know why this is actually happening…? It won’t even let change the link in the html editor?

I can add a link to normal text…?Just not an external link to an image? What could I possible be doing wrong?

I am completely lost!