When linking issues, if a comment is added, this comment should be added to both source and destination issues in the link. This has always been the behaviour of JIRA in the past. In 3.6.2 (and perhaps other versions) the link only goes to the issue one is creating the link from.

Note, there is a request for exactly this behaviour:

http://jira.atlassian.com/browse/JRA-6712

However it doesn't seem this 'fix' was knowingly made, since we didn't implement the checkbox to let users choose where the comment appears, and the issue isn't marked as resolved.