Nice idea! I’m also frequently frustrated with the behaviour. I mostly use links inline as parts of sentences, so I nearly always use | as most note names don’t work in the middle of sentences. Manually writing | every time is quite tedious!
I found this feature request that gets at the problem by using a hotkey instead of automatic behaviour: Key Combination for custom preview link - #3 by mafsi
Automatically inputting the | could lead to unnecessary clutter when it is not utilized, so I would prefer a hotkey for inputting the custom link syntax when needed as suggested by @mafsi.