"New Link" requires a PLC that will answer a general poll.
I can reach the PLC if I can manually configure a link, but DMD won't let me manually create one from scratch, only create one based choosing one of the PLCs that answered the scan. If I have one in the existing list I no longer need, I can edit it and it will work, but the ones on my list are there because I could foresee using them again.
Probably a scenario weird enough that it was never foreseen or workflow-tested.
Update: You can still get to the classic link configuration dialog via the 'Find My PLC' button in the dialog (not intuitive placement for me, but fine now that I know where to find it).