Linking to markdown without using [link](link.html)

### Before submitting an issue, please be sure to

- [ X] Read [the contributing instructions](https://github.com/github/pages-gem/blob/master/CONTRIBUTING.md#contributing-to-the-github-pages-gem)
- [X ] Update to the latest Gem version (either `gem update github-pages` or `bundle update github-pages`)

### This issue affects

- [ X] The site generated by GitHub Pages
- [ ] Building sites locally

### What did you do (e.g., steps to reproduce)
I linked another markdown file as so => [link](..\folder\link.md)

This, however, goes to a 404 on GitHub Pages and only works if I write the link as so => [link](..\folder\link.html)

### What did you expect to happen?
for the following link => [link](..\folder\link.md) to actually go to a rendered markdown file (and not plain text)

### What happened instead?
The following link format => [link](..\folder\link.md) goes to a 404

### Additional information
I have scoured the internet with help on this to not avail. I thought the 'jekyll-relative-links' plugin was supposed to achieve this but either I misunderstood the purpose of said plugin or I am using it wrong (even though I followed the instructions on said repo)