Just some random thoughts:

Perhaps if the legit companies, who advise their customers to never click a link in an email, would STOP PUTTING LINKS IN THEIR EMAILS, this would be less of an issue.

My employer once sent an email to every employee for mandantory online training on internet and email security. The email said "Click here and log in with your username and network password to begin the training." I went to HR told them that if anyone followed those directions, they should automatically fail the training. They didn't get it.

In any case, when I get a "your statement is ready" email, it is a lot easier to just use my existing bookmark to get to the site than it is to open the email and carefully examine the link to try to determine if it is ok to use.