Not having the option to link to PDF files is a real let-down, considering that so many other aspects of the software are really nice. Maybe it's not a natural thing to want if you are a pure graphics designer, but as a scientist, it's become part of my workflow to make lots of figures in e.g. matlab or python, which I can then link to and keep organised in a figure; if I want to make a small change (e.g. change the axes range), I can do that on the matlab end, remake the PDF and the figure will automatically update, and then only when everything is finalized I will embed them to make the small edits for publication. I decided this year to let my Illustrator licence expire and buy Affinity Designer on recommendation - but did not anticipate that Affinity Designer would not have this feature. Would be top of my wish-list!
