I think they serve different purposes, Vira. The new link links to the interface in Special:Translate, which has more features (showing documentation, machine translations and translations in other languages), while the down-arrow links to the message itself. Both links are useful, but for different purposes.

2017-11-29 16:20 GMT+01:00 Vira Motorko <vira.motorko@gmail.com>:
Let me remind, that this ↓  is also a link to a particular message, and it's still working as of now

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Vira Motorko // Віра Моторко
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If this email is about your daily job and it reaches you outside of the working hours, please, feel free to answer when it's appropriate! // Якщо це робочий лист і Ви отримали його не в робочий час, будь ласка, відповідайте, коли вважаєте за потрібне! 

2017-11-29 16:28 GMT+02:00 Niklas Laxström <niklas.laxstrom@gmail.com>:
Hello translators and translation administrators,

There is a new feature in the Translate extension. Please translate this message related to the new feature:

The new feature allows giving a direct link to a particular message (like I did above :). Previously it was only possible to link to a specific message group.

This feature can be accessed from the translation editor. Click the message title to open a dropdown with an entry "Link to this message".

There is an additional undocumented feature: if you add limit=N to the URL params (where N is a number) you can link to multiple consecutive messages.

  -Niklas

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