Fix link in MDX integration README (#5586)

Author: delucis

.changeset/long-glasses-taste.md

@@ -0,0 +1,5 @@
+---
+'@astrojs/mdx': patch
+---
+
+Fix link in MDX integration README

packages/integrations/mdx/README.md

@@ -13,7 +13,7 @@ This **[Astro integration][astro-integration]** enables the usage of [MDX](https
 
 ## Why MDX?
 
-MDX allows you to [use variables, JSX expressions and components within Markdown content](https://docs.astro.build/en/guides/markdown-content/#variables-and-components) in Astro. If you have existing content authored in MDX, this integration allows you to bring those files to your Astro project.
+MDX allows you to [use variables, JSX expressions and components within Markdown content](https://docs.astro.build/en/guides/markdown-content/#mdx-only-features) in Astro. If you have existing content authored in MDX, this integration allows you to bring those files to your Astro project.
 
 ## Installation