When using the RLIA RRC - HQQC integrator, it adds links as Attachments to Test Cases in HP ALM.
It does this when you do a reconcile in the RLIA then "Create Tests"
Also if you have the test open in the RLIA, and link it to a Requirement(s), it has the same behaviour.

Is this normal / expected behaviour? 

How do you then report on Requirements coverage in the HP/ALM tool (I know you can do it in RRC, but the Client is using HP/ALM to manage defects  and RRC to manage requirements, so they want to be able to see which Requirements are impacted by blocking defects.