I do not believe that the CAS is available at the initial LNKLST build time. 
Thus, datasets in LNKLST *MUST* be in LNKLST at IPL time.
They can be added later, which describes the symptoms in your OP.

I believe if you peruse the system log, you will find a message "SDSNLINK NOT 
FOUND"

HTH,

<snip>

Its  on single extent. The sdsnlink is catalogued to a usercat.

</snip>

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