"Securely" is doing a lot of work here; you need some out of band mechanism to transfer the link in the first place, to determine who you're getting the file from, and then you might as well use that to transfer the file instead. Also people want to be able to do it asynchronously, so they use things like WeTransfer.

During the brief period that open Airdrop / bluetooth file transfer was a thing, there was a short fad of spamming porn to nearby people on public transport. So that was the end of that.