@Micru This isn't invalid. The redirect is not meant for people using Wikidata itself, but for people that type in [[:d:Wikidata]] on another project and expect to reach the main page of Wikidata. Since ns0 is for items it's impossible to create a redirect ourselves. The interface and the API don't allow for this.
I guess you know the cause - wikipedia.org isn't a project but rather a disambiuation between projects, wikidata.org is a dedicated project. Also, it'll be more understandable if [[:d:Wikidata]] would take you to the item about Wikidata. At least, it would be consistent with other's project state.
Well, even [[:d:Main Page]] or [[:d:Main page]] won't take you to the main page (which is more stranger, because both [[:w:Main page]] and [[:w:Main Page]] would take you to the main page of the English Wikipedia and this is true at least about cswiki as well ([[:w:cs:Main Page]] and [[:w:cs:Main page]] would take you to the main page of the Czech Wikipedia).
At this place, I'd like to remind that both https://www.wikidata.org/wiki/Main_page and https://www.wikidata.org/wiki/Main_Page used to exist, but were deleted by @Vogone as "bad hack". The question is what a hack is. I'm not an amdin nor a sysadmin so I cannot check, but maybe it can direct us somewhere.
If I remember correctly, I was asked by Lydia to delete this because the WMDE developers had some technical concerns due to ns0 being the item namespace. But since this is almost 5 years ago by now, my memory could be wrong.