Update references to Merge requests in CHANGELOG.md

[ALF-Import-Bot]

In GitLab by @jonasschwab on Jan 28, 2026, 16:03 UTC:

Currently, CHANGELOG.md references Merge requests by referencing the merge request number as !xxx and GitLab automatically generates a link to the merge request. We should replace this with explicit links.

Migrated from GitLab: https://git.physik.uni-wuerzburg.de/ALF/ALF/-/issues/334

[ALF-Import-Bot]

In GitLab by @jonasschwab on Jan 28, 2026, 16:03 UTC:

created branch 334-update-references-to-merge-requests-in-changelog-md to address this issue