This feature has been requested for the past 5 years, as far as I can tell. I'm not sure why it hasn't been implemented: there is at least one third-party hackaround to do anchor links, and it's clearly an ongoing part of the users' mental workflow model.
Might be an exercise in futility, but here goes. I want anchor links to an external document. So, for example, I have a long and complex project list. Yes, each project could be composed of numerous individual notes, each "Copy Internal Link"'ed to the main project heading. But I'd rather have a list of projects with two or three subheads