We can't stop social engineering like that - it's completely unavoidable. Which is why banks and payment providers regularly tell people not to follow links asking for bank details (etc). Yeah it sucks that The Onion got hacked that way, but your argument is doesn't fix that. Your argument is nothing more than cutting of your nose to spite your face (ie advocating an inconsistent platform for legitimate e-mails despite anchor tags working on every client already).
At least if e-mail was completely redesigned, then we could have banks provide a unique cert that hangs in the e-mail header and can support the authenticity claim of the sender (I'm sure there's ways around that idea I've just presented - but that was just off the top of my head. Any such design would obviously need to be thoroughly thought out)