It's unfortunately not a case of bothering but rather intent: Keep the user on the site even at cost of quality
I still think it's the right practice for newspapers to always link to the primary source, but in this particular case I understand why they might make an editorial decision not to.
Am I missing something?
The KPIs these websites use to measure "how good an article is" is (among other things) how long time people "spend" on the article. Remove all external links, and it'll at least look like people engage for longer with the content. Does it make sense? No, but won't stop the people who run the business to believe so.
The Times earns most of its revenue from subscriptions. And knowing a few folks on their tech team, I can tell you dwell is far from their North Star.