Red links indicate that the wiki page linked to does currently not exist. Occasional red links are generally accepted, especially in circumstances when there is an obvious need for adding the linked-to information.
Mass production and storage
A massive amount of hypothetical links disturbs the readability and editability of wiki articles. There is no need for "collecting" them on their own without showing any evidence for doing so. Re-creating links is cheep and easy. (and also, the wiki itself collects them for free)