I found a bug trying to link to pages in different spaces. If you click the link icon in the Rich Text editor and locate a page to link to, it correctly shows the link as space:Page Link. But when you click OK, it gets inserted into the page without the "space:" in front of the page link. Confluence then thinks this is a new page in the current space.

To reproduce this behavior...
1) use the rich text editor's add/edit link button
2) browse for a page in another space (either search or select from history)
3) do NOT create an "alias" for the page

Although the "link" appears correct, upon saving the page, the link is transformed into a link to a page within the current space, most likely an undefined page.