Old issue but I am facing exactly the same problem. The links embedded in the SVG work just fine when I open the SVG in a browser directly. When I include the SVG image in a doxygen document, the links no longer work. I looked at the generated code and identified the cause of the problem. Doxygen creates this HTML code for the image:
<object type="image/svg+xml" data="../doxygen/LinkTest.svg" style="pointer-events: none;">drawio link test</object>
When I manually remove the style attribute, everything (including the hyperlinks) works as desired:
<object type="image/svg+xml" data="../doxygen/LinkTest.svg">drawio link test</object>
Anyone any idea how to tell doxygen to NOT generate that stupid style attribute?