Current limitation:

In the main UI for Email Insights, you can see how many people have clicked on a specific link and export that data. You can see the overall aggregate data. However, it’s not easy to view—at scale—which Lead or Contact clicked on which link.

Through the Journey analytics section you also cannot get this data easily

Workaround:

A workaround way to access this information is by manually opening each relevant Lead or Contact record and checking the Insights tab, which is time-consuming.

Suggestion:

Enhance the Email Insights tab by including the associated Lead or Contact record data for each link click. This would allow users to export the information in bulk and share it easily with relevant colleagues.