Well so those function differently compared to lets say building requirement lists?Not only did I see it, I didn't fully understand it, AND if I DO understand it, I don't think it can be done, at least not to the limits of my understanding, since it would require some advanced UI interface to enable such an interaction.
In screenshot above Hunting Camp would have link to that improvement too.
TXT_KEY_IMPROVEMENT_EVOLVES already has that functionality, then why not add it to code, that displays that text: TXT_KEY_PLOT_IMP_ALTERNATIVE_UPGRADE?
[LINK=%s1_ImpType]%s2_ImpName[\LINK] is already a thing in TXT_KEY_IMPROVEMENT_EVOLVES XML.

curmudgeon Welcomes you! 