His first reaction would be ALARMED COMMENTSPAM. He would probably sputter for a bit and then be solicitous, asking her if she's okay, does she feel okay, did something happen to her, is she under a curse like he is... He's never seen anything like it before so it will creep him out a bit. Why are you like that?
But of course he is a fluffmonster, and aside from gentle questions to pry what's going on out of her, he will absolutely not treat her any differently. And once he finds out about the unlucky he'll feel a little more informed -- a little more like, when Lavi is walking with them and suddenly falls and twists his ankle, he knows what happened, and will take care to help him but also reassure her indirectly. It's not her fault; it must be hard for her; he makes the informed choice to still be friends with her and hang around with her and would make sure she knows that it's his informed choice to do so.
When Allen moves his posse into a bigger place in Sector 3, is Link still going to want to live in his room, or will be branch out and get his own bedroom?