@AnFroyman Currently there is No SharePoint out of the box setting available to change this link to SharePoint start page.
Workaround (Not recommended): You can create a SPFx application customizer to inject the custom CSS/JavaScript which will change the link behind hyperlink on page. You can find more information at: How can I include the same JS and CSS files on multiple SharePoint Modern Page?
Note: DOM manipulation & CSS customizations are not recommended by Microsoft and some of your customization may break if Microsoft changes HTML element id/classes in new release updates.
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