All the shortcut arrows that the desktop icons have, from my point of view, detract from the elegance of our sacred desktop, if you think the same, here we will see a simple trick that will give us a solution to this:
We go to Start/Run and type regedit, the Registry Editor will open and there we explore HKEY_CLASSES_ROOT, look for the lnkfile box and delete the IsShortCut key, then we enter 'piffile', and also delete the IsShortCut key.
Once these records are deleted, we restart the computer to apply changes and we will see that the direct access arrows are no longer there.