It also depends what the context is. A paper is not meant to prove things sufficiently for a layperson but for the author’s peers and so an omitted proof means one of “proven elsewhere;” “follows in a straightforward way from the definitions;” “follows in a straightforward way from an earlier proposition;” or “follows from a well-known pattern in the subfield.” And here “follows in a straightforward way” typically means something between “just look at;” “at each step there is only one reasonable thing to do so just do that;” and “apply all the standard tricks from the subfield and see what sticks.”
It is not true that advanced mathematics is less rigorous than more elementary maths, it’s just that materials for advanced topics require more domain knowledge, and provide less hand-holding.
On the other hand, I do feel like there should be websites where papers can be annotated by readers, who can provide missing details etc. Though this does require a lot more papers to be open access.
Primary problem is interest, really. No one's going to annotate "The Last Ditch Journal Of Applied Theorem"'s non-headliner papers.
So, hyperlinking is not what is needed for outsiders. What's needed is lots of extra exposition and explicit connection-building/hand-holding/narration.
The result of the hard work of doing so is typically called "a book". Which, hopefully, makes it clear why no author does this exposition and connection-building work for everything they write...