Just like for the API (see T98317), the JSON output from Special:EntityData should include all redirects leading to an entity.
Note that we should either always include all redirects, or none. If we included information only about redirects we followed when serving the request (e.g. if Q6 was requested, but turned out to be a redirect to Q2), we would be serving different data for two IDs we claim to be equivalent.
Also, it's currently unclear where information about redirects should be placed structurally. When we drop the API style wrapper structure (see T98033), the only place left would be inside the entity itself, which would be inconsistent with the planned output from the API (T98317).