Change Links Sitewide finds no links

There's a file I want to delete, but when I try to, it says there are lots of
pages with links to it (and lists the first few). Okay, so I try to run
"Change Links Sitewide" to point all those links to an appropriate other page,
but that command says "No links to <file I want to delete> found." What am I
missing?

(I checked, and there are indeed lots of pages that point to the file I want
to delete.)