hyperlinks in powerpoint opening but the window is not being presented when presenting

Hello, 

When we are presenting a PowerPoint presentation and sharing the "Window" of the open PowerPoint presentation under the "share" tab, hyperlinks (to another file for example in Excel) open but the viewers don't see the new window on their end. Is this a limitation of Teams?

Other programs like Zoom work fine, they share the presentation and any subsequent hyperlinks opening in new windows are also shown to viewers in the meeting. 

Of course, this works well in the "Desktop Share" option, but what if we do not want to show our desktop?

Can you please help us understand how we can get this to work? I'd much rather use Teams over 3rd party ones (paid or unpaid) as our organisation uses 365 and all our users are linked into it. 

Thanks in advance!

Nima