• User A: On an empty parcel of land you own, rez two cubes. Link them
• User A: Edit the two-cube linkset's Contents and create a new script.
• User A: Set the new script's permissions to mod/copy/NO-trans.
• User A: Set the parcel for sale:
  • Price = L$0
  • Sell the land to = User B
  • Sell the objects with the land? = YES (you can also click "Show Objects" and notice that the two-cube linkset does NOT glow, indicating it WON'T be transferred).
• User B: Buy the parcel.

• Observe: Weird dialog box showing the size of the parcel by itself and "You are now the owner of 0 objects that came with your purchased land". Two-cube linkset still belongs to User A despite them having the right to transfer it to you (since User B is the *next owner).
  = Expected: Objects transferred to User B, no UI oddities (likely a different bug, but including here for context).

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You set your land for sale and check all objects for sale with land. If you are selling for example a house that you made with PERMISSIONS OF EVERY PRIM set so the NEXT OWNER can copy and modify, but with no transfer. Every component of the link set of the home will transfer to the new owner of the land perfectly.
The Bug

You create a script for a door. It is YOUR SCRIPT. You set the scripts permissions so the NEXT OWNER can copy and modify, but with no transfer. If the script is stand alone in an unlinked prim the object will transfer fine. Leave the door unlinked.

If the door is linked or for that matter any scripted component in a link set will not transfer.

So create a door with a linked handle try and sell it with your land. It will not transfer.