Redirects connected to Wikidata are a glitch that sometimes causes creating duplicate items ([[ https://www.wikidata.org/w/index.php?title=Q16669253&diff=prev&oldid=623217397 | sample ]]). It's impossible to track this on Wikidata (neither using WDQS) but in my opinion, tracking categories on the wikis are cheap and can definitely help.
A similar case is non-existing pages connected to items but it's not possible to have non-existing pages categorized.
If a local community does not want the new tracking category introduced here (e.g. if redirects are intentionally linked to Wikidata items, and don#t need to be tracked separately), the category can be turned of by setting (for example) https://en.wikipedia.org/wiki/MediaWiki:Connected-redirect-category to contain nothing but a single dash (`-`). See https://www.mediawiki.org/wiki/Help:Tracking_categories for more information on how that works.