Thanks for bringing this to our attention. The page anchor should work when clicked in the palette. I've passed the issue on to the team and we'll take a look as soon as possible. I'll let you know if I have any updates.
I'm not sure if you've tried this yet or if it will be useful for you, but I'll share it just in case. The only work around I can come up with at the moment is to create the page anchor, copy the link into the text area and treat it like a regular external link (for example, [id]: x-voodoopad-item://226d1a8b-babe-4bd3-a542-45e5839759e9#LIST "List"). This will make the link active in the text area. Unfortunately, it will still disappear if you click on it in the Palette.
In the meantime, let me know if you have any other questions or concerns.
Let me know if that works for you. There is also an option to access the page anchors you create by going to Go > Page Anchors. When you create one, it should show up there and you can click it without it disappearing like in the palette. The only thing is that it does not show the page the anchor is on (like it does in the palette), but it is another option for accessing them.