Salesforce.com offically discourages Lightning developers to use
href="/id" links in Lightning components and recommends complicated solutions as described here Locker-Service safe passing of data from <a> and <lightning:xyz> to controller.
I also found no official document explaining how and when to use the internal Lightning pseudo URLs (e.g. #/sObject//view).
Besides its complexity a solution using
onlick and a JS event handler has another drawback. It disables the users option to Keyboard-click (CMD, Strg, Alt) a link to open it in a new tab.
So my question is: Why is using not allowed? And where? Are there places where I can safely use it?