Many Wikipedia pages cover more than one object.
They can have Bonnie and Clyde on the same page.
They can have a Genus and its only species an the same page.
They can have a municipality and its same name town on the same page.
This is not a problem for Wikipedia and there is no reason for them to change.
If other language Wikipedias have a separate page for each instance/object then there is no easy way to create sitelinks between these pages and the multi-object pages.
If we could have sitelinks to redirects then the Wikipedia pages with single objects could link to the Wikipedia pages with multiple objects. (Sitelinks the other way would end up on the redirect pages so that wouldn't help but at least it is something).
Wikidata could probably manage without this functionality as the Wikidata page for the multi-object wikipedia pages can use the "consists of" property to link to a separate wikidata page for each object, whether or not these have sitelinks. Nevertheless, it would be nice to have the sitelinks as these help establish notability.
If you try and create a sitelink to a redirect page, a popup should ask you:
"This is a redirect page.
"Do you want to link to this redirect page? Yes?
"Do want to link to this other page the redirect points at? Yes?"