Hardly. The company shouldn't have XSRF-vulnerable software, if your browser is vulnerable you have bigger problems and what you actually shouldn't do is enter your credentials or download stuff after clicking on that link.
But of course there's an internal "phising test" that penalizes you for clicking on links... links that have been obfuscated by some email-modifying link-tracking security software that makes it nearly impossible to figure out to which domain the link even goes.