My comments inline:

On Fri, Oct 17, 2014 at 2:00 PM, Joe Filceolaire <filceolaire@gmail.com> wrote:

Having sitelinks to redirects in my wikipedia makes it easier for other wikipedias to link to my wikipedia.

No, it only makes it easy for other wikipedias to link to redirects in your wikipedia, which begs the question why you feel this is useful.

If I dont care about that then I may delete those redirects from my wikipedia and the sitelink to my wikipedia will go too.

No, whether or not you care about them is irrelevant and they are not an issue, but ALL sitelinks on Wikidata to redirects on Wikipedias should be deleted, including and especially those sitelinks to redirects in Wikidata items that do not contain any other statements whatsoever, such as this one:

https://www.wikidata.org/wiki/Q12817561

Hopefully someone will create a bot to do this.

The wikipedias have the final say on what they do and do not include.

Yes