I posted a post with a link in it to my MT blog, but no trackback link appeared (and yes, I do have pingbacks enabled on that post on my NT blog)
I saw something in the docs about checking a box that says:
Pingback the URLs in this post
When this box is checked the WordPress pingback engine will scan all of the linked URLs in your post to see if they return a XML-RPC header to indicated that they support pingback. This can slow down the posting process quite a bit so if you don't plan on using this for one particular post it's probably best to uncheck it.
I cannot find this option anywhere.