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Small caps looks slick. I wish more websites used it.

I commented elsewhere on this; Butterick uses small caps for internal links in Practical Typography: https://practicaltypography.com/

I think he got this style from classic reference books like Elements of Style. It does look super sharp.

Yeah, that's where I first encountered them too and liked it a lot. I'm now using small caps for links in my Obsidian, I like it a lot