Maybe I'm missing something but when I go link I get a box that allows me to type in a URL or link to one of my other posts. It would be great to see an option to link directly to uploaded media. There should be a choice to link to the attachment page or to the direct display URL itself.
I realize that I can go the page, copy the URL and link that way but it's a convoluted way of doing things. I realize that I can insert directly into the post but it's not formatted the way I want and it adds the text link.
I have wondered why I can't just link to uploaded media the way I can with posts. My 2 cents!