Since I’m planning to distribute, publish, etc. the document, I would prefer no link, or a link to the citation page within the document – not a link to a paperpile edit prompt.
We recently made this change to increase security around citations as well as the anonymity of the citations. If you wish to completely remove the links, this can be done using the Export option in our sidebar add-on.
To open the sidebar, go to Add-ons --> Paperpile --> Manage citations, in the Google Docs menu. Then click the gear --> Export, and choose the “No citation codes” option. Note that you will not be able to further edit or format citations on the exported copy.