It is not possible to link report on one server to another, we can however link CAS report (Software service, operation and site data view) to another one that is build using Operation data view and use ADS dimensions/metrics.
Please, see Drilldown links tab documentation page for detailed information.
Agreed. Most people no longer create reports on the ADS itself. As long as the ADS is in the cluster as the CAS, all reports should be created on the CAS. If ADS data is needed, use the "Operation Data" data view on the CAS as described.