Hello,
This is not an issue by any means.
This is because when the browser loads the page, it reads the HTML document from the top to the bottom, from the left to the right. When reading the HTML document, the browser would have read the whole DOM before reaching your CSS and JS scripts and executing them.
When the site loads the HTML loads first not the CSS or JS that’s why it finds the different links on clicking elements.
You should always try to click on the link when the site is completely loaded.
So this only happens because of the Browser Rendering. To avoid it you have to use Cache on your site.
You can also check it with the default WordPress theme as well.
Best Regards.