Links saw Al Assiouty bottle it in the penalty shootout as they went down 4-3 to Smouha, after gnawing their way back into the tie with an equalising goal in second-half optional time.
The 19-year-old lasted 75 minutes after starting the clash, and was replaced by former Platinum Stars teammate and Namibia international Benson Shilongo, who went on to score the all-important goal to make it 1-1 in the 92nd minute.
Al Assiouty put on a brave fight but, despite eliminating Egyptian league champions Al Ahly in the quarter-finals last week, were unable to hold their nerve as they missed two penalties in the shootout.
However, Links will find solace as he is set to join Bafana Bafana after earning his maiden call-up for the upcoming COSAFA Cup, which kicks off in Polokwane later this month.
The teenager has been impressive in his first few months with his new club since his arrival in January, making 12 league appearances while missing just four games to help his side end in ninth position.
Meanwhile, Smouha will take on Zamalek in the Egypt Cup final this weekend.