With categories, the "Related changes" link displays changes to the pages categorized in the category, not to links in the category source. This means that a populated category should have this link,(category with at least one member) should have this link, even if it's red-linked.
Steps to reproduce:
# Go to [[ https://en.wikipedia.org/wiki/Special:WantedCategories | Special:WantedCategories ]]
# Pick a category without description page (red link) and members, like [[ https://en.wikipedia.org/wiki/Category:Wikipedians_who_are_not_a_Wikipedian | Category:Wikipedians who are not a Wikipedian ]]
# On the sidebar, observe that under the group "tools" (where there's a "what links here" link), there's no "Related changes" link. Note that any category with associated description page has that link.
# This link should exist also on categories that have members even if the category description page does not exist, because it's functional. even if it's red-linkedSee for example [[ https://en.wikipedia.org/wiki/Special:RecentChangesLinked/Category:Wikipedians_who_are_not_a_Wikipedian | Changes related to Category:Wikipedians who are not a Wikipedian]].