As @MaxSem found out:
- On Special:RealtedChanges page set some filters as default.
- Go to a Random page, then click on the Related changes on the left-hand navigation links.
- Special: Related changes should display results filtered by the page - but default saved filters will not include the referral page, i.e. url won't have Special:RecentChangesLinked/name_of_the page
Note 1: if there is no user set default filters - the above scenario works as expected - the page is displayed in 'Page name' box and results are filtered accordingly.
Note 2: It seems like a ramification of not saving a page as part of the saved filters on Special:Related Pages (also reported as T178293: "Related changes" can't work at zhwiki ), saved filters set as default won't filter for