What Does "Asset is linked via redirect" Mean?
Why It's Important
Assets linked via redirects can slow down the performance of the page. It could also waste the crawl budget if there are many of these issues at scale. That said, this is a relatively minor issue, so you may not need to fix this one. But if you're looking to squeeze as much performance as you can from a page or optimize crawl budget, this may be a place to do so.
If there are many redirects in a chain (e.g. more than 4), search engines or browsers could stop following redirects before reaching the final URL, so this could be a higher-priority issue.
How To Fix
Fixing this issue is relatively simple. Instead of linking to the redirected URL, link directly to the final redirect target. You could also consider moving the asset to the linked URL, but you'll want to be sure there are no places on the site that are linking to it at its current location or those links will break.