As I said before, you need to understand what is Obsidian and what it can do.
Imagine that your vault is like a website: you need to create a folder, a box, with all your information, and then “jump” between files, images, texts, etc. For that you use links (“internal” links - [image.jpg] ). This is the basic.
But, as one website, you can add links to “external” elements. In obsidian you can add links to images in your computer (you already used the format [image](file:///) ) or images online.
Why “internal” links are important? (links for files inside your vault).
As @alltagsverstand said, wikilinks only works with files inside your vault. Obsidian can’t (auto)find files outside your vault! Besides, with internal links you can change the name or move the file inside your vault and the wikilink auto-updates. With external links, if you change the name or the path, the link breaks.
Obviously you can use external links, but be aware of this limitations.