When you have scrolled to the top of the page the user page link will be outside the menu. When you are logged in and scroll down the page the sticky header appears which gives you quick access to important functions.

OK, I guess that explains my initial confusion, but I'm not sure that's a good thing. People learn were stuff is. If stuff moves around depending on some state which may not be obvious (as in this case), that's confusing.

Beyond that, there's actually a third state (which, again, I don't know how to reproduce), which is that there's no sticky headers at all, as in this screenshot from https://en.wikipedia.org/w/index.php?title=Wikipedia_talk:Did_you_know&oldid=1120732453#Why_did_1920_Xalapa_earthquake_get_promoted_without_reapproval?

Please see https://www.mediawiki.org/wiki/Reading/Web/Desktop_Improvements/Features/Sticky_Header#Why_is_there_no_language_button_in_my_sticky_header