It’s to do with composition metadata if there is no composition metadata for that song on that album then it can’t link them to other versions that exist on other albums. Rhiannon doesn’t have any composition metadata. Why it doesn’t have this info I can’t say it maybe Qobuz or Roons metadata partners don’t have it.
They might not have it for that version of the album in particular. If it’s not on that track on that album it’s on it won’t link, doesn’t matter if it’s on other versions of the track on other albums. Metadata can be very inconsistent in general. But there are flaws in how Roon gets composition metadata as @Suedkiez has found a few times. I bet labels don’t provide it fully to Qobuz or other services either.
To answer my own question, it does not - i.e., it is not recognized as being a composition, and therefore doesn’t link to the composition page in Roon and its other recordings