1) on a number of links you go out for a number of holes without changing direction much, then you loop back home. I once played Burnham & Berrow going out into a fierce wind, and shortly after turning inland on 9, the wind shifted in my face for most of the way in. Brutal.
2) downwind shots on flat terrain with hazards guarding the front of the greens are nearly impossible.
3) turf conditions due to the type of grass, firm, infertile ground and wind often dictate the bump and run at the near exclusion of the spinner or lob.
4) squalls and heavy, gusting winds making it a test of survival more than skill.
Other than that, links golf is the best!