Sometimes I wanna add to a page inside another link like in the picture. I think it’d be really convenient if Obsidian added this feature.
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Could you please elaborate a little bit on the use case?
As you state it you’d have an atomic note [[Elon Musk secrets]] and one on [[productivity]].
My immediate reflex would be:
Make an [[Elon Musk]] atomic note
Make a note [[Elon Musk - Secrets]] (with backlink to [[Elon Musk]]
Make a note [[Elon Musk - Productivity]] (with backlink to [[Elon Musk]]
Suppose the [[Secrets]] and [[Productivity]] become an atomic note later (not linked to Elon Musk alone) the links will automatically change when you rename the [[Elon Musk - Secrets]] to [[Secrets]] when you decide to split it off. Keeping the backlinks in the [[Secrets]] atomic note will still leave you the link to Elon Musk.
to give you clarity, I’ll call this feature “Nested Links”
In this feature, I want obsidian to link to “productivity” and “elon musk productivity secrets” notes.
But in the viewer mode, it should show “Elon Musk Productivity Secrets”.
(In the viewer mode) If I click on “productivity”, obsidian opens the “productivity” note and if I click on let’s say “Elon Musk”, it opens the “Elon musk productivity secrets” note
OK. Clear now.
As with nested Vaults I (personally) do not see any day-to-day usecase for using these kind of ‘systems’.
In my (again personally) interpretation one should try sticking to the standards as close as possible. Don’t believe ‘nested’ is part of the MarkDown standard to start with.
In your example I do not see the usecase as productivity secrets is clearly a part of Elon Musk so you can easyly create Elon Musk as an atomic note and add productivity secrets in a new header/chapter. By doing so you can still refer to Elon Musk and the productivity secrets chapter separately in other documents. Me (the purist) would go for an atomic productivity secrets note 
too.
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I could do that, but the “best note-taking app” is all about ease-of-use and the smoothest experience. This is a small land a very subtle change, but for someone like me, it makes a big difference
Don’t want to be harsh: As a former developer I don’t think this is a valid remark on your side.
Is Obsidian positioning itself as that?
Again not willing to sound harsh:
I understand your point it would be a great feature for ‘you’. You’ll have to see if this request picks up some votes in order to see if this makes sense for the other users too.
If it does the developers would have to make a decision on whether to implement it (or not for whatever reason).
FWIW, logseq supports nested tags and it’s local-first markdown-based program. Doesn’t seem like a ridiculous request to me.
Having to manually add backlinks in a particular file is duplicative if the information is already included in the name of the file.
What RikD is suggesting would create a lot of friction, and sort of defeats the purpose of using a tool like this.
I suppose you could swap out the URL’s for internal paths to individual notes, like the example below (just hover over the “Elon Musk productivity secrets” to see the differences) but since any real implementation of nested links is forbidden in all flavors of Markdown and HTML, what’s the point?
Elon Musk productivity secrets
Or (just to goof around)
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exactly, like everyone does