The connection of Special:UnconnectedPages needs greater clarity that the special page and its collection is specifically about links from a namespace through to a wikidata item.

Each provided label is insufficient in its clarity

• page title:

Special:UnconnectedPages is ambiguous, though I accept it set nowadays

• link text from Special:SpecialPages

Pages not connected to items could have some clarity like Pages not connected to Wikidata items

• Text on Special:SpecialPages itself says
  
  Pages not connected to items
  
  This page lists pages with no connected data item (in namespaces that support connected items). The list is sorted by descending page ID, so that newer pages are listed first.

whereas this could at least mention Wikidata and have some useful links to what is a data item, and their addition at Wikidata. Of course there is a shared responsibility for sites to have a local page that explains the local policy for item linking, and an endpoint link to WD that explains how the task is undertaken. As such, I would think that a local link page of something like [[Project:Wikidata]] could have something like {{int:wikidatalocalprojectlink}} or whatever suits your nomenclature (or something that has an item itself). Having such a link encourages the project to get its house in order for linking, and enables local language itself.