I wonder why I haven’t seen any communities so far that link to related communities in the sidebar.

That was common in some subreddits, but it would be much more crucial for lemmy/kbin because of how bad communities can propagate sometimes.

Probably going back to customs of websites 20 years ago, who linked to each other to increase their visibility and ranking. I’ve also seen that on zeronet, where they included banners of other sites to increase their spread in the network.