When your LinkedIn emails are not linking to the LinkedIn mobile app directly then:
This would happen like you open the LinkedIn emails on your smartphone or tablet but they do not take you to the mobile app and in this case:
Check whether you have installed the LinkedIn app on your mobile.
Before you tap on the link in an email you would have to be signed in to the LinkedIn app or you would have to be signed in to www.linkedin.com and only then it would connect to your app.
Make sure that you have enabled cookies.
There would be some emails which are not mobile-ready. So, even if you have signed in to the app and have enabled cookies some emails would not open in the mobile app.