There is a (somewhat painful) workaround though:
- Create a directory that will hold intermediate files
- In Onenote, right-click on the section or page that you want to link to and click the "copy hyperlink" option.
- In the directory with the intermediate files, right-click and select New > Shortcut
- Paste the OneNote hyperlink and click Next
- Choose a meaningful name and save the shortcut.
- In Freemind, make a link to a file (ctrl+shift+K), choose "all files" to see the shortcut, and select the shortcut you just created in the intermediate files directory.