These are good points. I appreciate the replies. I think that what Sanford Whiteman is saying makes a lot sense. Especially with the multiple branded domains. Also, the reason why I agree with "This will not be a problem. It is, however, a classic misguided worry." is that we have seen the best deliverability we have ever seen.
And another point is that we have set up DMARC, DKIM, and SPF is configured correctly.
I mean what if I am linking to a Forbes article? email comes from email.mycompany.io and links to forbes.com/blog/
I don't see myself getting penalized because of my link to that is inconsistent with my branded domain.
Also, be patient. I am very new to the technical side of deliverability. I am trying to wrap my head around all the moving parts. Thanks!