It turns out that data returned by sitelink endpoints of Wikibase REST API always returns an empty badge list, see e.g. https://wikidata.beta.wmflabs.org/w/rest.php/wikibase/v0/entities/items/Q11/sitelinks
Badges are listed correctly when accessing all data of an item. (cf https://wikidata.beta.wmflabs.org/w/rest.php/wikibase/v0/entities/items/Q11?_fields=sitelinks)