Are external links a security risk?

This is a super general question. I wanted to ask on this site because you know way more about websites than I do (and I can’t find the answer online).

I asked my school to add a link onto their website that goes to our parent teacher association (PTA) website. The school rarely updates their website (which is very frustrating) so the PTA created their own. The school refused to add the link. Their reasoning was that external links pose a security risk. But, they have tons of external links to other sites (fundraising websites, and other sites not directly affiliated with or managed by the school).

Is there any justifiable reason to refuse my request? If not, what verbiage can I use when I reply to them and kindly ask for them to reconsider? I would love to have a valid claim to share with them. At this point, I’m pretty sure they said no just for the sake of saying no.

Thank you!