I can't confirm.
In a folder named "test" on my desktop, I have:
main.html:
<h1>Main</h1> <p><a href="sub.html">sub</a></p>sub.html:
<h1>Sub</h1> <p><a href="main.html">main</a></p>Those load fine in Opera and load the direct files in the folder on the desktop and the links work no problem.
