Links in comments (and maybe in answers) in the short form do not show up in the "Linked" questions list in the right sidebar:
Links that use the full form do show up:
The same happens for short and long form answer links.
The links in this comment from September show up in the sidebar.
The link in this comment from a few days ago does not show up in the sidebar.
I don't know if this is intentional, but it makes the short form seem deprecated. Can the old functionality be restored?