I discovered this over on gamedev.stackexchange, but I've reproduced it on Stackoverlow and here on meta.
When reviewing a question in the /review page, clicking on the "link" link should provide a a small popup with a link that can be copied and shared. Instead, it navigates to the actual question post.
Specifically, it acts more like "link" in the reputation standings pages than "link" on the question pages. If this is by design I think it should be the other way around, since the title of the question acts as a link to the question, and everywhere else it says "link" under a question like this it provides a link.