Filter on widget-title does not work with custom links

The “Links” widget uses wp_list_bookmarks, which outputs a nested list similar to:

<li>
    <h2>[category]</h2>
    <ul class="xoxo blogroll">
         [links]
    </ul>
</li>

You can override [category] using the link_category filter:

function wpse_147543_link_category( $title ) {
    $title="title";
    return $title;
}

add_filter( 'link_category', 'wpse_147543_link_category' );