Those Markdown links seem to be valid. The only reason I can think of for them to be displayed like that in preview mode is if the files they link to cannot be found. There must be something going on.
Anyway, if you’re comfortable with the procedure, you could open your vault folder in VS Code and perform a batch Regex search & replace.
Search: \[.*?\]\((.*?)\.md\)
Replace: [[$1]]
If you choose to go the Regex route, please review all the replacements carefully before you apply them. They cannot be undone.