You can only link to parent pages or pages that originate from a Menu using a menu. These pages are child pages and wouldn’t be linkable.
The Menu do link to child pages but only its created ones.
If delinked from the menu (and linked somewhere else to save them) they are not allowed to be relinked to the original or any menu because they are considered child pages, menu “orphans”.
This is weird. It generates problems of lost pages and wasted time in recreating whole pages.
Menu child pages would not be automaticaly eliminated. The orphan pages would be saved someway, maybe being warmly adopted by the direct parent page.