The links within a Wikipedia page allow it to contain only the information pertinent to the topic at hand, while allowing the reader to easily find more infomation about a particular part that may not be easily understood.
This isn’t a new concept. This is also what makes HTML so powerful in the first place is that these links don’t have to be only to other documents on the same website.
I frequently come across technical documentation that doesn’t link anywhere within the text of the document itself, and even worse is the case where there are no links at all.
There is no reason for any document to stand on its own in the internet era. There is always a related document somewhere else.