Section Translation editor uses Mobile Visual editor which provides contextual information for links and references using the inspector cards at the bottom. Those can contain links that currently try to open in the current browser tab leading to the alert message warning the user about losing the changes. That is, checking the links implies losing the translation.
Note that links in the editing surface are properly handled by the inspectors.
This ticket proposes to open such links on a new tab. That would allow users interested in checking them to do so without losing the translation.
Related: T274868: Clicking a link in the original panel leaves the editor