I think if John Smith has a WP page, we can link to WP. But we shouldn’t be linking to Band X. Nor should we point to, Band X#John Smith.
One of the problems with only linking to articles, rather than subsections of articles is that WP is fluid.
An article today may become a redirect tomorrow.
Fred Eltringham redirects to his band, The Wallflowers. Not a specific subsection. His article was created as a redirect. It never had content.
And then there is Jesse Money (I created her MB entry), where her WP article redirects to a subsection of her father’s article.
But, Normani Kordei previously had an article. It no longer is an article. It redirects to her band, Fifth Harmony.
Tomorrow, who knows, those three people could have their own article instead of pointing to somewhere else.
It’s just something to think about.