Recent changes and Watchlist:
If a user edits a section, you can jump to it from the log.
But you can't if he creates a new section?
Screenshots:
http://upload.wikimedia.org/wikipedia/mediawiki/1/10/My_watchlist_-_MediaWiki_1314199695190.png
http://upload.wikimedia.org/wikipedia/mediawiki/8/83/Recent_changes_-_MediaWiki_1314199806521.png
Version: unspecified
Severity: normal
The section link in the edit summary comes from having a "/* Some Section Name */" section at the start of the summary text, which may be either manually or automatically inserted.
This is provided as the default summary prefix for section edits as we know from the beginning which section you're working with -- it's explicit in the URL and form data for the edit page. If you create a new section using the "add new section" tab (section=new on URL), then similarly the section title you give is available to produce an automatic summary.
If you're just editing a page and happen to add/remove/rename one or more sections, then the editing system doesn't know anything in particular about it, any more than it knows what section(s) you changed if you just hit the page-wide "edit" button.
I believe you're suggesting that an auto-summary with a section reference be generated (during editing?) if we somehow detect that (exactly one?) new section was added?
This special case might be detectable but feels a bit awkward; you may have edited hundreds of other paragraphs in other sections at the same time, and of course you might have added multiple sections, removed some, changed some, etc.