It's not terrible UX. Whilst the headings aren't blue, they are underlined, which makes it pretty clear they're links. I don't love hyperlinks in headings, and

It's not terrible UX. Whilst the headings aren't blue, they are underlined, which makes it pretty clear they're links. I don't love hyperlinks in headings, and would prefer a more explicit link to each good example, tabs for good and bad, or even inline content to show the good examples below the bad, but it's a bit strong to be calling it "terrible". Nowadays people are pretty slack about links: good UX generally mandates either a different colour to body text, or underlining, or both. Blue has for many years been the default rather than the standard: people have been heavily deviating from it since the 90s. Underlining tends to be optional if there's some other way of distinguishing links (here there isn't).