text: Title: [BUG] Links being followed on example tests
  Body: ### Checklist
  
  - [x] I checked the [FAQ section](https://schemathesis.readthedocs.io/en/stable/faq.html#frequently-asked-questions) of the documentation
  - [x] I looked for similar issues in the [issue tracker](https://github.com/schemathesis/schemathesis/issues)
  - [x] I am using the latest version of Schemathesis
  
  ### Describe the bug
  
  I see that links are being followed even when i specify `--hypothesis-phases=explicit`
  minor issue, but even if filter out API using `--include-name` they are still followed
  guessing `--include-name` means run only that and not follow links?!
  or maybe not follow them when `--hypothesis-phases=explicit`
  understand them being followed for stateful testing however
  
  the problem with links being followed on stateless/example testing is for example:
  assume `POST /trees`  is linked to `DELETE /trees/id` with the id from creation used for the delete.
  when `--hypothesis-phase=explicit` then the state/id from POST call is _not_ used for the DELETE
  instead any explicit example id under `DELETE /trees/id` are used for the linked test.
  hope my explanation is clear with this example
  
  ### To Reproduce
  
  1. Run this command `st run --include-name 'POST /trees' tree-openapi20.yaml --base-url=http://localhost:8083 --hypothesis-phases=explicit`
  2. See links are followed
  
  Please include a minimal API schema causing this issue:
  `any schema with links and examples`
  
  ### Expected behavior
  _imho_
  1. links not followed when `--hypothesis-phases=explicit` specified
  2. `--include-name` honored and linked not followed if not in the inclusion
  
  ### Environment
  `platform Linux -- Python 3.9.18, schemathesis-3.33.1, hypothesis-6.108.2, hypothesis_jsonschema-0.23.1, jsonschema-4.23.0`
  
  
  