For example: https://en.wikipedia.org/w/index.php?title=Special:WhatLinksHere/Distillation&hidelinks=1&hideredirs=1
I found this appeared in enwiki at least.
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Some parser function or lua function could be the reason here, because there are register the page as transcluded. But that is hard to find.
It seems that the use of mw.title.getCurrentTitle():getContent() in https://en.wikipedia.org/wiki/Module:Citation/CS1/Configuration is the reason.
https://en.wikipedia.org/wiki/Module:String2 is also using lua getContent.
Similiar to #ifexist showing as link on special:whatlinkshere (T14019)
It is not possible to see directly which template or lua code results in that, but it is not a bug. Maybe you can test on a user page without some templates to see an effect.