If a question is being discussed on the per-site meta -- for example, if somebody has started a discussion about closing, reopening, deleting, etc that question -- then it's a good practice to leave a comment linking to the discussion. That's because the discussion directly affects the post in question. It's a service to the owner of the post and interested observers, similar to leaving a comment pointing to a related question or a relevant resource.
I also sometimes see links to Meta.SE questions from related discussions on per-site metas -- an issue was raised locally, there's related discussion here, and people would reasonably want to know that.
I've never seen anybody complain about either of those categories of links.
What you're asking about, though, is another step removed. Activity here on Meta.SE can't (generally) affect a specific question on another main site; people here aren't going to decide to reopen that question or delete that rant or whatever. Those decisions belong to the individual communities. Comments like what you're proposing amount to "hey FYI, you're being used as an example in this discussion". I haven't seen much (if any) of that kind of comment, and I don't think it'll go over as well -- especially if you do it a lot.
Consider mentioning interesting Meta.SE posts in your site's chat room. Or, if they are closely related to something your site is struggling with, raise it on your meta and link to the prior work here.