It's true that not all merchants provide a way to link directly to their products.
Many merchants implement the tracking on their site on a landing page. Therefore, while we do have a mechanism for linking directly to any page, it should not be used in all cases as it may bypass tracking.
If you have a merchant for whom you'd like to link directly to products but can't, ask the question of that merchant. They need feedback that this is important.
Or ask me more specifically and I'll look into that merchant for you.