This is made out of curiosity how linked posts in the sidebar work. I will take two random posts from the site 315373 and 315416.
One is linked directly in the answer: Vertical alignment of tags differs between Ask page and inline tag editor The other one is linked just in a comment.
After this both questions have this one (sandbox) among their linked questions in the sidebar.
Then I have added a comment containing both links. Some ten minutes later I have deleted the second comment (the one containing both links).
Some time after that both those questions have sandbox among linked questions.
I am pretty sure I saw different behavior - also it was in cases when one of the comments was posted before introducing linked questions in the sidebar. I will try to make some experiment with such links - to have a bit more data - and then I will post a bug report.