Editing Sitelinks Without Deleting Them & Losing Historical Data
There should be an option to edit individual sitelinks. Currently Bing groups particular sitelinks in a campaign/ad group. You can't choose one sitelink and make a change (i.e. URL adjustment or changing the name of the sitelink). You have to delete the whole lot and start all over, therefore losing all of your historical data for those sitelinks.
I'm sorry, you don't have to delete all of the sitelinks in a group, but you do have to delete the sitelink you want to change. Meaning you will still lose all of your historical data.