May not exactly be a bug, but…
If you right-click on a scrivener link in a document, then the first entry in the menu is ‘Remove Link’.
But if you do the same in the Project Notes there is no such entry, and thus no way of getting rid of a link in Project Notes.
You can remove it via Edit > Remove Link if you access the notes via the inspector, but you’re right that the link tools should be in the context menu for project and document notes as well.
I was about to post about the same issue. Handy workaround, but I look forward to the option being on the context menu.