This a longstanding bug in mediawiki; it was originally filed as bug 7304 [1]. The duplicate bug report 12791 [2] is easier to understand. As that report says,
A page like ---- #REDIRECT [[bar]]
'''This''' is a [[foo]]. ---- is shown as a redirect on foo's What links here.
- Carl
1: https://bugzilla.wikimedia.org/show_bug.cgi?id=7304 2: https://bugzilla.wikimedia.org/show_bug.cgi?id=12971