The first colunm of a list is not a link that you can use to click into the record.
No reference fields on the list are clickable links to those references.
The List Control for that list is omitting links for that list either entirely or by role.
Configure the list control for that list and make sure that Omit Links is not checked, and that there are no Link Roles. Alternatively, if you do only want links to work for some roles, add a role for the impacted users to the Link Roles field.
Documentation on the List Control which explains the Omit Links and Link ROles in more detail.