try to open the link in incognito browser. There's also a chance that the linking is not working correctly yet, as it's a new product. Keep that in mind when you're developing anything. You can check out how MS sees preview features, it could also apply to Copilot Studio in Teams, not sure if it's in preview: https://copilottoday.com/what-is-a-preview-feature-in-microsoft-products/.
In case of any other questions, let me know. If the answer helped you, mark it, so that others can benefit from it.
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