When I share a CMS page with reviewers they are unable to select links without logging in.
The purpose of the preview and sharing that preview with external viewers is to allow someone to see what the page will look like rather than how the page will function. Since the link to share the URL is your CMS admin domain, any calls like these would lead to other internal CMS pages because of the relative URLs. Given that, someone could click on a preview link and access the back end of CMS pages that they are not configured or have permissions to access. If you want to setup pages so that someone can test the functionality, we recommend setting up a testing folder that's isolated from the site, and creating your site in that testing folder. You could then send that fully resolved and functional URL out to be tested instead of the preview links.