I suspect that a lot of the non-linking behaviour on musicians’ websites comes from the subtle cultural indoctrination we’ve been living with for a few centuries now (since the advent of copyright) that a musician who is influenced by others is a lesser musician (by exposing themselves to considerable risk of being less original).
Copyright effectively says that the only works worthy of the public’s attention and so deserving of their reward are works that are wholly original – any derivative work is a trespass upon the work of the ‘original’ creator and warrants their consent or veto, and first claim to any reward.
There is a big economic incentive to be a singer/songwriter rather than just a singer, even if the original songs you write don’t contain original ideas. Publishing rights are far and away the best way to make money as a musician. Jimi Hendrix earned many times more than Noel Redding not because he was the bandleader but because he was the songwriter. Classical stars earn less than pop stars partly because there are no songwriting royalties for them.
Copyright has created another incentive to write new songs rather than cover existing ones — most musicians can’t get a license to cover a song on the internet. Writing is a way to keep from getting sued.