Some wikis have multiple pages corresponding to the same concept (and I've tried to document all the cases I know of where we can get multiple valid sitelinks for a single topic at https://www.wikidata.org/wiki/User:Nikki/Permanent_duplicates). Since Wikidata wasn't designed to handle those, we are currently only able to add one of the pages as a sitelink. My understanding is that the developers do not want to allow multiple sitelinks, but that doesn't solve the problem, so in a recent discussion, we tried to find possible compromises and now we'd like feedback from the developers.
The discussion was at https://www.wikidata.org/wiki/Wikidata:Contact_the_development_team/Archive/2016/07#One_site_link_per_item_limitation and continues a little bit at https://www.wikidata.org/wiki/Wikidata:Contact_the_development_team/Archive/2016/10#One_site_link_per_item_limitation_.28again.29