I added a filter to my widget titles and it looks like the filter doesn't apply on links, which are created with the links-sidebar. It does work perfectly on the blogroll or search widget
Here's a Screenshot, to illustrate what I mean.
add_filter('widget_title', 'new_title', 99);
function new_title($title) {
$title = 'text';
return $title;
}
I disabled all plugins and tried the same the default wordpress themes and got the same results.