There is no simple automatic way to do this incorporated in the "main" pdf softwares, as you yourself have noted. Moreover, pdf links not always reference page numbers, but also "Named Destinations" (a specific location on a page, associated with a view and a zoom level) as you can see on my screenshot below.
So, the problem is actually somewhat more complicated, as you need to go "one hierarchy deeper" to extract the page numbers.
There's an advaced tool called AutoBookmark Plug-in which has a "Link Inspector" which will show you the linked page numbers if you hover over a link, but that tool stil won't do what you're asking for.
If you need to do this on a regular basis, I'd hire a professional programmer to do the JS for you.
If you need to do this once or twice, I'd either print the pdf and do it by hand, or insert a text / comment box on my right margin, and insert the page numbers for each link (using the above "link inspector). Up to about 100 - 200 links, it will be a pain but doable. See screenshot below:
This is maybe off-topic, but you could also consider getting a tablet with a e-ink-screen, such as the boox note pro or the remarkable 2, for reading and notetaking "almost like on paper".