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<?php

function ccd_remove_cpt_modal_links( $query ) {
  
    $pt_new = array();
    $exclude_types = array( 'my_post_type' );

    foreach ( $query['post_type'] as $pt )
    {
        if ( in_array( $pt, $exclude_types ) ) continue;
        $pt_new[] = $pt;
    }

    $query['post_type'] = $pt_new;

    return $query;
}
add_filter( 'wp_link_query_args', 'ccd_remove_cpt_modal_links' );

?>