I am having the same problem and it started cropping up this summer, maybe the same time it did for you.
When I select "Copy Link To Page" it used to copy the link to the page in my onenote desktop app AND on onenote online. This was hugely useful for quickly accessing OneNote records in the app when I was working from my desktop in my CRM (I keep call notes in OneNote).
>>> Old format:
Record Name (linked to Desktop View) (Web view)
The desktop view link was: "onenote:https://..."
The Web View link is: "https://onedrive.live.com/..."
>>> Current format:
Record Name (NOT linked to Desktop View) (Web view)
So the desktop link has disappeared entirely.
Please help. I'm happy to provide more detail. ****