Links in the Primary Navigation
Links that are included on the primary navigation of a site should be pages that exist on that site.
If it is the manually-defined primary navigation for the root site on a subdirectory multisite, it is acceptable to include a link on the primary navigation to pages on a subsite on that same subdirectory multisite. Top-level links on the root site’s primary navigation should only link to the homepage of the relevant subsite. Any links nested under that top-level link should reflect the hierarchy of that subsite.
Pages should not be created on a site for the sole purpose of existing as a link on an automatically-generated primary navigation, only to be redirected to another URL. Relying on redirects negatively impacts SEO and user experience. If you want to provide users a link to a page on some other site, include that link in the content of a relevant page on your site.