First, it's always possible to link something to something else, so the basic premise is nonsense.  But the key is it won't automatically link and won't change dynamically as you add/remove or move pages.  That's beauces the side menus are not DNN menus.  They can add a second menu to the skin to overcome this, or use a Links module or use any of the add-on menus available such as the House Menu.

Jeff