Steps to reproduce:
Try a search for, say, this podcast
You'll end up with a lot of episodes - but all the links go to the podcast itself, not the individual episode.
Expected behavior:
I was expecting each episode to go to the episode of that podcast, not just the Apple Podcasts link.
Now, as a suggestion, you could use the (free and open) Podcast Index for this search. That would enable a fast search including individual episodes, and you could then link to the audio directly (as an AUDIO embed) rather than just the Apple Podcasts page.
Or you could programmatically link to a number of different podcast apps - https://github.com/nathangathright/podcast-platform-links has how the links work for a variety of apps. An Apple Podcasts link isn't very helpful on, say, an Android phone.
This is a bug (because the links don't work the way I expect them to) masquerading as a feature request (because I think you could make this work rather nicer).