In Behaviours, it appears that it isn't possible to trigger a script when an issue is linked/unlinked.
- Set up a transition containing the 'Linked Issues' field.
- Create a Behaviour
- Add field 'Linked Issues' to the Behaviour
- On 'Linked Issues', 'add serverside script', and enter 'log.error("Script ran");
- Test the transition, setting 'Linked Issues' and entering an issue key in the "Issue" text field. Nothing happens (no message in logs).