To reproduce:
1. Open scene "chain of mesh links"
2. In play mode send the agent (left click) to walk through the cube tiles (mesh links) notice that he does not use them

Agents will only consider off-mesh links which connect two polygons. If the link starts and ends at the same polygon it will not be used regardless of the cost. There are also certain cases where off-mesh links may not be used when they are next to large navmesh polygons, this is a limitation of navmeshes in general.