currently I'm running into this issue, where external links are automatically set to no-follow by WordPress. As of now I wasn't able to detect the source of this behaviour.
The page uses the Classic Editor (v1.6.2) Plugin - however, the problem still occurs without the use of this Plugin.
There are a bunch of other plugins installed but those are not directly involved with the post editin feature of WordPress. Are there any clues which might cause this issue?
If you need any information I can provide.
Which other Plugins are you using?
Are you maybe using RankMath or another SEO Plugin? These have a setting to make all external links with "rel=nofollow". You would need to deactivate this or add an exceptions for specific domains.
Check the settings.