I have an image on my user page in the Hebrew Wikipedia. I tried to edit its caption and add a link to a page in the Help namespace (עזרה).
This was the result:
https://he.wikipedia.org/w/index.php?title=%D7%9E%D7%A9%D7%AA%D7%9E%D7%A9:Amire80&diff=16463752&oldid=16457138
Notice the <a rel="mw:WikiLink"> tag, which is not useful.
My actual intention was to do this:
https://he.wikipedia.org/w/index.php?title=%D7%9E%D7%A9%D7%AA%D7%9E%D7%A9%3AAmire80&diff=16464980&oldid=16457138
Notice that it has a proper wiki text link with double square brackets.
Adding a link from that caption to a page in the main namespace works correctly.