I'll bring this up to developers for a feature request. It's interesting, the problem you describe is something I've seen in other tools, not just SysAid. There's usually one "main" CI that can get attached to the change, and then an area where additional changes can be linked. From a "best practice" point of view, I've seen companies structure their CMDB so they have a service defined, and then when they create a change they put that Service as the main CI attached to the change. After that, they then link all the additional CI's (servers, switches, etc.).
If you need visibility of changes from the asset/CI view, would a solution be to modify the view so when you do go to asset -> changes, you see the linked changes?