Hey Seb,
The challenge is that timing within the flow. After the email where you are looking to capture the click, there should be a time delay (maybe 1 day or 1 week), depends on how long you want to wait for that click to come through. Then you can send them to the conditional split to check.
With your current step, they are being judged in the conditional split as soon as they receive the welcome flow (no chance for the condition to get capture a “yes” if it happens).