Support links in Combobox Pajamas component
<!--IssueSummary start--> <details> <summary> Everyone can contribute. [Help move this issue forward](https://handbook.gitlab.com/handbook/marketing/developer-relations/contributor-success/community-contributors-workflows/#contributor-links) while earning points, leveling up and collecting rewards. </summary> - [Close this issue](https://contributors.gitlab.com/manage-issue?action=close&projectId=278964&issueIid=429593) </details> <!--IssueSummary end--> There's [an ambiguous dropdown control](https://gitlab.com/gitlab-org/gitlab/-/issues/346804#note_749546915) which has these properties: 1. Consists of a list of links 2. One of these links could have a selected state The problem with this control is that it doesn't fall strictly into a Disclosure dropdown or a Combobox category. Disclosure dropdown doesn't have a selected state at all and Combobox doesn't support links. When migrating from the legacy dropdowns this causes a problem: it's hard to choose which component to use for migration. You will have to implement either of the missing functionality by yourself, which complicates things. [An example migration with this issue](https://gitlab.com/gitlab-org/gitlab/-/merge_requests/135277). In order to fix that we should add a support for links in [the Combobox pajamas component](https://design.gitlab.com/components/dropdown-combobox/) because it looks like a better fit for this scenario. Without this you'll have to implement the logic for handling links yourself. The links will also no longer be accessible by the user – they will only see buttons with text instead of proper `<a>` elements.
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