Why don't buttons with external links work?

I created two buttons with integrated external links. Every time a user clicks the button, the user is taken to an external link
When I test the button on the Voiceflow platform, everything works fine. But when I test it on Instagram's Direct Messenger, it doesn't work.
I did a test, removed the button and left only the link and it worked perfectly.
Can someone help me?
Do you know why?