That’s assuming your preceding heading sufficiently explains the linked mention that follows it. It may not. It may be more likely that the text (if written for the purpose of linking) around the link better explains the context.
Nevertheless, for backlinks in their current form, I’m afraid all you have is the note title and surrounding text to help you with answering that “where” question. You can also better answer that question by structuring your notes to answer it.
I previously posted about the complexity that comes with displaying backlinks in Oct '22. I’m now just watching it play out with the beta users. I think the backlinks panel communicates to users that it has some major purpose. It’s a search for the linked term. That’s it - a search. And, without the ability to turn them into linked mentions from the panel itself, unlinked mentions are pointless.