As I recall the Kobo Touch had different rendering engines for reading kePubs (official Kobo ePubs) and ePubs. It was much more feature rich when reading kePubs as opposed to ePubs. That was annoying and the main reason I returned mine. Perhaps the Vox cannot handle links in sideloaded ePubs. Have you tried an alternative ePub app like FBReader, Aldiko, Moon+ Reader, etc.?