As far as I can tell, there is no way to link mixer channels via the arrange page. The only way to do it is to highlight multiple channels in the mixer and right-click to link or unlink them. It would be great if you could do this from the arrange page.
What if you check the Pref to Sync Project And Mixer selections and then set up a Key command for Link Channels? In the middle of something so I can’t try it here.