A family of Microsoft products that enable users to capture, organize, and reuse notes electronically.
Yes, or you could even just hit ctrl-k to open the same dialog, paste in a copied path to the file, and give it a name. Linking to files still exists. But this is not the problem.
The problem is that Microsoft removed the ability to easily create one or several links to files by dragging the files from file explorer onto a page. This was an option alongside inserting a printout of the file onto the page, or a copy of the file into the page. It is much, much faster to simply drag a selection of, say, 17 files from explorer to create 17 links than it is to manually create links to the files each and every time.
This isn't a matter of asking for some new, impossible and difficult feature. This was a feature of all previous versions of Onenote before 2013.