Hi. Thank you for your question and reaching out. I’d be more than happy to help you with your query.
According to this article https://learn.microsoft.com/en-us/microsoft-365/security/office-365-security/safe-links-policies-configure?view=o365-worldwide
Microsoft Defender for Office 365's Safe Links feature scans URLs in incoming email messages during mail flow and verifies URLs and links at the moment of click in email messages and other places.
The Built-in protection preset security policy offers Safe Links protection to all recipients (users who aren't defined in the Standard or Strict preset security policies or in custom Safe Links policies), despite the fact that there is no default Safe Links policy.
You can click the link provided above for more information on what to do next.
If the reply was helpful, please don’t forget to upvote or accept as answer, thank you.