In order to process links inside RTE fields, one needs to define a so called parseFunc TypoScript snippet. This snippet is shipped in the Core, when you use the fluid_styled_content system extension. If you only rely on Content Blocks, you need to define it on your own.

There are multiple options. You can just simply copy the snippet from fluid_styled_content and substitute the constants with your own values. Just remember to look for changes after major TYPO3 releases. There might be new or deprecated options.

Another option could be to use a snippet from a popular ready-to-go sitepackages like bootstrap_package. However, these tend to be out of date so you need to check yourself, if it does fit your (security) needs.