i believe there’s going to be a lag between the time an observation becomes eligible for inclusion in GBIF and the time it gets pulled into GBIF, plus another lag between when the creation of the occurrence record in GBIF and the linking of the iNat observation to the GBIF occurrence.
your example observation became eligible for GBIF a little over a month ago. so i would just wait a little longer for the link to be created.
for those wanting to see their own occurrence records in GBIF, see: https://forum.inaturalist.org/t/gbif-connection-to-inaturalist/16822/3.