“If I create a media gallery at a page, only the image(s) have links – not the text below the image.
But if I create a gallery at a post, both the image and text have link.”
I do not understand. Captions never have links unless you created them with one.
So when you are saying that gallery at a post have captions that are links, you must be confusing what you call a caption.
Please provide a link to a page that shows a gallery in a post where caption would be linked so I can try to understand what you mean