See https://de.wikipedia.org/w/index.php?title=Wikipedia:L%C3%B6schkandidaten/3._April_2017&offset=20170404000000&limit=10&action=history&tagfilter= for an example. The section heading "Korrekturen.de" is linked.
Edits done with NWE (those 2 by Crown-job) have this link in the edit summary, too, edits with OWE (Wassertraeger and CorrectHorseStapleBattery) don't. Even though none of these variants is wrong, it would be nice if the two editors were consistent. In the NWE variant there are two adjacent links (one to the section, and one to the page linked in the section heading), which might be a bit confusing.
The visual mode strips the links like OWE does, as you can test with https://de.wikipedia.org/wiki/1999#Geboren