Idea Summary
For some column types it is possible to define an HTML Expression using template directives.

But with a Link column, you only have a link text or link attributes.

If you want to add an (APEX font) icon in front of your link text label, you now need to add some HMTL in the query of the report like '<span aria-hidden="true" class="fa fa-edit"></span><span>Edit</span>' as link_text

Use Case
All Link texts that require some extra HTML styling combined with the link text using template directives.