In the modern SharePoint Online, only Image Gallery web part has a carousel image layout and currently it does not support enhance the images with hyperlinks.
Using Quick Links web part is a workaround.
1.Add a Quick links web part -> Add links -> From a link (Enter the link you want) -> Change custom image in the Thumbnail.
2.In the Quick Links web part, choose Filmstrip layout.
Besides, you could make suggestions in the feedback portal to improve user experience.
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