I've the same question, looking for the date when a linked issue was added to or removed from the linked issue (or Epic in this case). Use case is scope change between linked issues (so not related to a Sprint or Fixed Version/Release)
I do not believe that is possible with out-of-the-box Jira JQL.
If you have just a few issues to check, please review the individual issues' history. If you have many to check, consider investigating the marketplace for a JQL addon to purchase.
If you want to manage this for future link additions, you could also use Automation for Jira and custom fields to detect the condition (linking) and record it for future reporting.
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