On https://www.wikidata.org/w/index.php?title=Q42&action=info, in the "Wikis subscribed to this entity" section, only wikipedias are linked. Other wikis, like wikiquote, are note.
This is probably due to the the links are currently created using the LinkRenderer class, which uses interwiki prefixes. We do not have individual interwiki prefixes for all the wikisource projects - "chained" interwikis would have to be used, e.g. en:wikisource:Special:EntityUsage.
Proposed solution: generate HTML directly instead of using LinkRenderer. We already have code for linking to these sites in SiteLinksView. The relevant code should be factored out and re-used.