If you display History items in the Playlist, it’s possible to click on their Link column (!).
I regard this as a bug (YMMV). If something is in the History, you should NOT be able to Link it to other items!
BFN
CAD
Not a bug in my opinion.
The Link flag is independent from the History state, and I think it is OK to give a played item Link flag, or - more importantly - keep the Link flag if you accidently marked the item as played.
It is important to note that the Link flag is ignored altogether when the item is in the History, as is the item itself, so it’s merely a cosmetic issue.
Hmm … well, we’ll agree to differ on this one. 
BFN
CAD