I have look at the aMember WP Intergration plugin code, well at least the best I can in the plugin editor on your site… I don’t see anything that really hints at how they are processing the single sign-on integration with WP. My best guess is that they are completely bypassing the WP login processes and actions. If that is the case, Link just will not work as designed … as well a couple other plugins I’ve run into. Honestly, mostly membership plugins, so that reduces that list significantly as one wouldn’t run more than one membership plugin. The only other I can think of was one of the events calendars for WP. I can’t remember which one though.
With that said … I uncommented some code, in Link that I only use for testing. Now, if a user visits the “Edit My Directory Entry” admin page, it’ll run the linking process. It worked on my test account. The downside, a user must visit this page in order for the link to happen rather than on login. Will that work for you? One of my longer term solutions is to add a cron to Link that will proactively link accounts. That will definitely solve the problem, but that doesn’t help you today.
I added the “Add Entry” capability so users could add an entry, if one doesn’t exist in Connections. Without that capability, they would just receive a message stating they do not have permission to add an entry and to contact the site admin.