Most commits have a link to the corresponding reviews.llvm.org message. This isn't however mentioned in the developer policy.
Actually, this is mentioned in a different document: https://www.llvm.org/docs/Phabricator.html#committing-a-change
I agree this isn't perfect and I think your change is worth doing. Can you also add a link to the URL above?
Something like "add a link to its review page, as shown in [Phab link]".