Unless I’m missing where the link option is, it looks like when you pick a dynamic data source for images the option to pick a link goes way. Perhaps enable a link wrapper? It would make it easier to link images in the query template for instance.
An image cannot contain a link or be a link by itself. This is why we have preferred leaving it up to the user to wrap the image block, if needed, with a div that will then play the role of the link wrapper.
Also, we provide a shortcut for this (transforms the image block to a Div → Image) using the Gutenberg Transform property in the image toolbar.
I had no idea. Thanks for the tip.