Almost all the time, experts use Virtual Machine, VPN and URL scanners to open suspicious links (URLs). You can find some malware scanners I've listed at https://startuptoolchain.com .

Most office environments do have some form of anti-virus solutions which has built-in URL scanning facilities to prevent phishing attacks, But they're far from perfect and hence the general advise to not click unknown links.

But I agree with you that that it's not a solution when the work involves clicking several such links in a day. A more accessible solution to make clicking links safer is definitely needed.