Yes, kindle books in certain formats after a certain version of the kindle OS do the popup modal for footnotes thing. Amazon auto-upgrades the format on a lot of books when you buy them from Amazon, but in my experience it's still possible to get (or still have) old MOBI files especially from third parties that only support the old endnotes links and it's also still possible you have a kindle from before the feature was added to the OS and it will still fallback to the endnotes style.