Project for the Web -- How to link tasks between different projects ?

Hi Paul, it is something different. Behind the scenes when Microsoft designed Project for the web (now Planner 'premium' functionality) they built the back end on the Microsoft Power Platform and a database called 'Dataverse', which means a couple of things: 

1. You can build and configure the 'Power App' for Planner to capture data beyond the schedule in Planner, like issues, risks, status, etc.
2. You can develop workflows around this data to implement PM processes like gate approvals, change reviews, etc. and 
3. You can provide an easy web-based User interface in M365 into the data through what's called a 'model driven Power App', which would INCLUDE the schedule you'd typically see in Planner premium.   In essence it gives you a platform to build a more complete solution, as many enterprises need more than what's in the core planning tool to meet their needs. 

Microsoft released an example of what a solution could look like called 'Project Accelerator', which configures this Power App with representative fields, forms and reports.  Companies like ours build solutions on this platform and have our own 'flavor' of an accelerator. It gives you a ton of capabilities and flexibility to do things that aren't native to the core Planner app, without locking you into just what Microsoft builds.  As your organization grows, the app can grow and change as well. 

Hope this helps.  Happy to provide links and examples of what the 'Planner Power App' looks and functions like if needed.