Redirects connected to Wikidata are a glitch that sometimes causes creating duplicate items (sample). It's impossible to track this on Wikidata (neither using WDQS) but in my opinion, tracking categories on the wikis are cheap and can definitely help.
A similar case is non-existing pages connected to items but it's not possible to have non-existing pages categorized.
If a local community does not want the new tracking category introduced here (e.g. if redirects are intentionally linked to Wikidata items, and don#t need to be tracked separately), the category can be turned of by setting (for example) https://en.wikipedia.org/wiki/MediaWiki:Connected-redirect-category to contain nothing but a single dash (-). See https://www.mediawiki.org/wiki/Help:Tracking_categories for more information on how that works.