I have a Pyromancer at level 58, I play alone and have very little HP. With that said, I was doing quests in Kvailas Fores when a Linker connected with him and another character, but I was not in his group, so also took the damage of the group, even if not with them. And it happened several times with different people.
My suggestion is that the Linker can only connect characters of the same group.
It is very unpleasant to lose HP for someone else and you do not know him.
AFAIK some enemies use the link too 
monsters in this location can use linker spell’s, so are you sure this is link from PLAYA?
Correct me if I’m wrong, but monster link NEVER works on player. I spent a plenty of time in that area, I’m swordsman and this never happened to me.
But what OP said it’s true: I have experienced a random Linker link’s on me and then I take damage when he took damage.
The monsters in the forest link people together, it happens during boss fights too. Mostly happens in parties, but i dont think people are that rude on purpose.
Monster’s Joint Penalty does work on players, lol. What you’ve experienced is proof of that.
There seems to be some misunderstanding, so I’ll try to explain the difference between Physical Link and Joint Penalty.
Physical Link connects your party members to divide damage taken. The link is shown as a yellow line, and will not work on non-party members.
Joint Penalty connect your enemies so they share damage taken (the damage is not divided). It does not work on players at all unless used by an enemy in PvP or by a monster. The link is shown as a pink line.
Also, the monster that is casting Joint Penalty is Matsum.