Add custom classes set for Menu items set in Appearance > Custom Menu to the anchor tag.

functions.php

<?php
//* Do NOT copy the opening PHP tag

add_filter( 'nav_menu_link_attributes', 'ck_attributes_nav_link', 10, 3 );
function ck_attributes_nav_link( $atts, $item, $args ) {

	if ( ! $args->menu->name == "Primary Navigation" )
		return;

	$menu = wp_get_nav_menu_items( 'Primary Navigation' );

	foreach ( $menu as $menu_object ) {

		$menu_classes = [];

		foreach ( $menu_object->classes as $menu_object_class ) {
			$menu_classes[] = $menu_object_class;
		}

		$classes = implode( " ", $menu_classes );

		if ( $item->ID == $menu_object->ID ) {

			$atts['class'] = $classes;

		}

	}
	
	return $atts;

}

I noticed that on your site, that $menu_item and $menu_object seem to be interchangeable. For example, on lines 16 & 17 of functions.php, you have

foreach ( $menu_object->classes as $menu_object_class ) {
$menu_classes[] = $menu_object_class;

and in the "What’s Going On?" section, it says to use

foreach ( $menu_item->classes as $menu_item_class ) {
$menu_classes[] = $menu_item_class;

So are they interchangeable, or is there a better time to use one than the other?

Thank you.