My question has just been migrated to GIS SE, but the links to some relevant questions (on SO) seem to have been removed automatically.
Is this the common procedure when it comes to links (on all SE sites)?
I think what you are referring to is the Linked section at right of any sites (like Stack Overflow) using the new CSS. Here that section is titled Related because we have not yet been upgraded to the new look.
What you are observing is the expected behaviour:
There is a declined request on Meta SE to have the questions linked/related be drawn from all SE sites: