emacs -Q
C-h f proced-sort RET
C-x o (go to newly created *Help* buffer)
TAB TAB (to move to `proced-sort' link)
RET (to go to that link)

Now the screen looks like in the screenshot attached.  It's Terminal app
on macOS 10.13.6, if that matters.

It looks like a new window is created, with that black line instead of a
usual separator.  But it's still the same window.

Maybe it has to do with the fact that help buffer for `proced-sort'
contains link to the same function (or similarly name variable).

In GNU Emacs 27.0.50 (build 2, x86_64-apple-darwin17.7.0, NS appkit-1561.60 Version 10.13.6 (Build 17G65))
 of 2018-10-04 built on fgunbin.playteam.ru
Repository revision: 44bf4a6b012f65327718b8c8334bfac1aee26370
System Description:  Mac OS X 10.13.6