This is most likely because of enabled Data Access Control. When users have limited access to particular reports, links are not visible. More details on this here: Creating and Viewing Reports with Controlled Data Access
Or if the user does not have the drill-down report assigned to them - the link will not show.
Giving the user "Report Power User" rights gives the user access to all reports - to view and change.
You said they were a guest user - my guess is they didn't have the drill-down report in their report access list.