That message is the remnant of a feature from the site's very early days. There used to be a button on each answer, similar to the ones that presently say 'comment' and 'flag', that said 'ask related question'. Pressing that would allow you to ask a question that automatically linked back to the answer you pressed the button on, as well as leave a comment on that answer linking to the new question.
The feature was removed not long after I first signed up to this place in 2010, so you've done well to uncover it considering it would only be on a couple dozen threads. I can't remember why we got rid of it actually, but I do think there was distinct a reason.