MKIV Publications 
<http://www.pragma-ade.com/general/manuals/mkiv-publications.pdf>, page 
46, states:

    If interaction is active (\setupinteraction[state=start]), then
    these page numbers will be hyperlinks back to the citations. If
    numbering=yes, then the numbered bibliography entries will also
    contain hyperlinks back to the first occurrence in the text where
    the entry is cited (which is the same as the first page indexed).

However, that does not seem to be the case, either in my own documents 
or in that manual, which clearly has interaction enabled for other items.

Is the manual incorrect, or is this a bug?

-- 
Rik