John Jowett - sounds like your links are directly to the Outlook desktop app, not the web URL. Yes, that will be a total train wreck unless Microsoft creates some sort of stub program to intercept those links and open them in OneNote for Win10.
It shouldn't impact any web based URL links.
The way OneNote 2016 creates links is it seems to create both web and app links and send them to the clipboard:
https://tenant.sharepoint.com/sites/sitename/_layouts/OneNote.aspx
onenote:https://tenant.sharepoint.com/sites/sitename
Then when you paste, it usually puts the most useful link in the app. So in a web browser, it would paste the HTTPS: link, but in Outlook it will usually paste the onenote: link, and OneNote for Win10 would have to understand that URL reference and launch.
As for other integration with Outlook, OneNOte for Win10 has virtually none. You cannot even mail a note from OneNote for Win10 using Outlook. Like all UWP apps, you have to "share" the note with an app, and only other UWP apps are supported, so you have to share with the Win10 email app. And we all know that approximately 0.0000000000% of companies that have rolled out Office 365 use the WIndows 10 email app for corporate email instead of Outlook 2016.