Link to document in conversation should give option to open document in desktop Word/Excel/Etc.
When you add a link to a document, it is annoying having to first open the document online within teams, and then having to open it in native application from there.
In most applications, including other office 365 applications, you have the option to download straight to Word/Excel and the document opens immediately in the correct corresponding app. Having to find the document in the downloads folder is a nightmare. My exec team is going to abandon ship because of this. V hard to get business buy-in when you cannot get execs to use.