I think this would be a good way to keep people from creating separate data items fro different namespaces on wikipedia, messing with the semantics of wikidata.

Different namespaces by definition have different semantics.

The set of 'talk' namespaces is the most closely bound to their content namespaces; I can see automatically having a pair of (content, talk) links for each entity. But the other namespaces are more semantically different.

For one thing: we usually use shorthand for the titles of pages, and the shorthand for a category won't always mean the same thing as the shorthand for an article. So for instance
"Category:People" is roughly "Instances of people"
"Article:People" is roughly "the definition and background of the concept of People"
"Wikipedia:People" is "instances of people who contribute to Wikipedia"

On the other hand
"Article:Bread" is roughly "the definition and background of the concept of Bread"
"Category:Bread" is roughly "instances of types of bread, concepts about bread and breadmaking"
"Wikipedia:Bread" could be a fun page only metaphorically related to 'Bread'.

A second reason:
Since slang and metaphor differ by language and context,
"Wikipedia:Village Pump" should interlanguage link to "Wikipedia:Bar" or "Wikipedia:Colloquium"
in other languages/projects. But of course
"Article:Village Pump" does not link to "Article:Bar" or "Article:Colloquium".

A different suggestion:

I propose adding a natural way to define links between data items: these item-links should connect concepts that are closely related and state the type of relationship. This will be necessary to illustrate the relation between
"Article:Male people" and "Article:Female people".
Whatever system is used to link items that differ only by gender, or that differ only by number, should also be used to link items that differ by namespace.

This would break a number of assumptions. Also, just because something is a category in Wiki A does not mean it is a Category in wiki B. Or a list, which has its namespace in some wikis but not in others, etc. This proposal would need a proper discussion on wiki, with discussing these issues, and I don't think it is required. The Category:Pope page is not what I would link to the Pope page or to the Anexos:Papas in Spanish.