When looking for a previously-linked ticket that was shown in the Zendesk Labs Project Management app, it appears to have been unlinked when it moved to the Archived ticket status. Why did that happen?
Archived tickets are treated slightly differently in the system.
There are several things you cannot do with archived tickets including seeing them in views, listing of tickets in the api, etc. Below is an excellent article describing the differences.
About ticket archiving
The Project Management app itself is looking up tickets through the listing of tickets and thus is not able to access the archived tickets correctly as noted in the above documentation.
So, for the exception of archived tickets all your other tickets (not suspended) can be pulled up and the app will show the linked connections it created.
If you would like to go back and search for those tickets in the archived state and find their links, you can accomplish this with the following article: