When you make mailbox linked which mean they all have the same ID (AMR and ACR filters are same) . Only one single function is generated for the linked mailbox . There will be only one interrupt for the Linked mailbox .
If you unlink them and maually set the exact same configuration with interrupt enabled , then you will receive the message in all the Mailbox and all the mailbox will generate the interrupt every time you receive the data with that ID .
I dont understand the need for interrupt in all the mailbox . Can you elobarate more on why you need individual interrupt for linked mailbox.