Clicking a link to a URL which is set up to use a certificate from a URL that is not set up to use that same certificate should not work transparently. Warning the user, though, requires some sort of prompt mode that we currently don't have.
I had though about loading the URL using the default certificate, warning users about it with a notification, and ask them to reload the tab to force the usage of the right certificate. This is problematic because stuff could be submitted with the default certificate unintentionally, or the URL could redirect somewhere else and it's now too late to reload.