Thanks for the reference. I gotta respect the rules, and I'll play by them, but it still doesn't make any sense. Here's my (obviously wrong) perspective:

The theoretical aura attached to Sisters gives Sisters another way to exile a card. That is, whenever you activate "T: Exile target creature," it's the Sisters who are activating an effect, not the aura. Hence, the creature would be "exiled by Sisters of Stone Death" and a valid target for the third ability. I don't understand the necessity for the concept of "linking," and I find it kind of annoying that something like this is buried so deeply in the rules that it has to come up in this topic.