Exact same thing happening in new Vector, too (also .new on <li> instead of <a>):

Actually, not just Vector(s), same thing happening for https://en.wikipedia.org/wiki/Main_Page?useskin=monobook
If there’s a skin-agnostic skin issues tag, maybe needs a change to that. I guess that makes tracking down the issue simpler, though.

Change #1306415 had a related patch set uploaded (by Neriah; author: Neriah):

[mediawiki/core@master] Render missing user talk page links as redlinks

https://gerrit.wikimedia.org/r/1306415

Could we do a git bisect and work out when exactly this broke (either accidentally or intentionally)?

My Gerrit-jitsu isn’t good enough for figuring out when it broke, but it is good enough to figure out that this code had looked like basically this since 2005 and initially worked the same for both links, both user and user talk:
https://gerrit.wikimedia.org/r/plugins/gitiles/mediawiki/core/+blame/ffe4025ef6e1ccdfe00dbbe2a6ccdca003f183d0/includes/SkinTemplate.php

$personal_urls['userpage'] = array(
    'text' => $this->username,
    'href' => &$this->userpageUrlDetails['href'],
    'class' => $this->userpageUrlDetails['exists']?false:'new',
    'active' => ( $this->userpageUrlDetails['href'] == $pageurl )
);
$usertalkUrlDetails = $this->makeTalkUrlDetails($this->userpage);
$personal_urls['mytalk'] = array(
    'text' => wfMsg('mytalk'),
    'href' => &$usertalkUrlDetails['href'],
    'class' => $usertalkUrlDetails['exists']?false:'new',
    'active' => ( $usertalkUrlDetails['href'] == $pageurl )
);

So whatever broke in the handling of both links (and it was broken, otherwise you wouldn’t have had to reset the link colour of red links to blue in Vector 2022, right?) has probably zero thought about it, and is much more likely to be an oversight either during rewrite of the skin system or somewhere else. Assigning .new to the list item instead of the link doesn’t scream intentional.

For instance,

• 2011 screenshot shows SkinTemplate.php working fine as it was: https://commons.wikimedia.org/wiki/File:Current_Esperanto_Wikipedia_main_page.png
• so does 2018 screenshot: https://commons.wikimedia.org/wiki/File:Mediawiki_RSS_extension_screenshot.jpg
• so does 2020 screenshot: https://commons.wikimedia.org/wiki/File:Screenshot_Mediawiki_flat_vector_upd.png
• May 2026, but probably not the cutting edge version we run: https://commons.wikimedia.org/wiki/File:CollabPatrol_screenshot.jpg