It's fine to add a source link to any module for which there is Python source code.  I suppose this adds a slight maintenance burden when a module moves (e.g. when a module is turned into a package, or when the subdirectory structure of the Lib directory changes).

I'm a little confused about the "New in x.y" note -- why is that connected to the source code link?

Of course, the source tells a different story from the docs -- e.g. undocumented implementation details may change, and sometimes the source is hard to understand (on occasion I've been confused myself :-).  But Python is open source, so people can always read the source -- I don't see why we should try to make reading the source harder for people who don't yet have the chops to just read it on their own computer!