Hello, thank you for reaching out to Microsoft Q&A.
According to the Microsoft Phone Link system requirements, both your PC and phone must be connected to the same Wi-Fi network.
This is because Phone Link syncs your photos, mirrors apps, and provides other features for which Bluetooth alone is not fast or reliable enough to handle these functions quickly and efficiently. Therefore, both devices need to be connected to the same Wi-Fi network with an active internet connection.
Reference:
Phone Link requirements and setup
As the future continues to move toward Wi‑Fi functionality, I think this feature is likely to be implemented by the developers in the near future. However, you can submit your feedback through the Feedback Hub app on your Windows PC. To launch it, just press Windows + F and select Suggest a feature to Microsoft.
Send feedback to Microsoft with the Feedback Hub app