Thank you for the suggestion, we really appreciate it.
We do not have plans to add that type of linking between tasks and checklists because we feel that there's no need to make things more complicated. Milestone > Tickets > Tasks and Milestone > Checklist > Tasks structure is more than enough for majority of people.
Still, you can easily post checklist URL in task text and have it linked that way. There's no strict linking there, but if you absolutelly need to break tasks even further, than that's one of the options.
PS: When tasks needs to be broken into more subtask, it's usually a signal that it needs to be "promoted" into ticket or checklist.
IMHO, it will be very nice if we can associate checklists with tasks, so tickets could act like mini-projects with process milestones.
Thanks.