When you have linked an assignment to a matrix cell in an associated site (could be the same site), the link back to the assignment is broken.
1) Associate a site to itself (from the matrix tool).
2) Create and publish a matrix
3) Create an assignment and link it to a cell
4) Edit the matrix and cell you linked to
5) Click the "View Items Linked to this Cell" link
6) Click the link for the Assignment