Because they really should be linked or cross-referenced in some way, like how they do with retraction notices or comments. Is that on the publishers to do? I don't think it should be, given that NLM is the one curating the preprints, but what do I know, I'm just a #medlibs. +
I came across one already, and the preprint citation isn't linked to published version... unless you count that it comes up first in the "similar articles" list (which I don't). +

Preprint in PubMed: https://pubmed.ncbi.nlm.nih.gov/32511384/ 
Here's it is in bioRxiv:
https://www.biorxiv.org/content/10.1101/2020.05.13.092619v1

Interesting side note: the DOI in PubMed will take you to v1 if you copy/paste and v2 if you click on it (or at least that's what happened when I did it). +
Here's the "published" record in PubMed: https://pubmed.ncbi.nlm.nih.gov/32555388/ 

Again, the only link between preprint and this that I see is that it comes up first in similar articles. Unless I'm missing something?? +
If you do a search for it by title then you get both. But unless you look closely at record or view as abstract (like above screenshots) you could miss that one is the preprint version. And again, they aren't cross-linked except as similar articles: +
I don't see anything on publisher's site that indicates it was posted initially on preprint server (bioRxiv), or anything on bioRxiv that it is now "published" - albeit unedited manuscript version. +
https://www.nature.com/articles/s41586-020-2456-9
Preprints stay on the servers forever, right? per bioRxiv ( https://www.biorxiv.org/about-biorxiv ): "Once posted on bioRxiv, articles are citable and therefore cannot be removed." Do they ever link to the final published version? TBH, I've never bothered to find out, probably should.+
Should publishers indicate if something was previously on preprint server? BioRxiv et al help facilitate transmission of manuscript to journals, so publishers would have to know of origins. See "direct transfer from medRxiv to journals": https://www.medrxiv.org/content/about-medrxiv +
Also... Do publishers solicit articles from preprint servers? I would assume they keep an eye on them somehow, but do they then just wait around and see if authors submit to their journal(s), or maybe suggest to folks who post to preprints that they look at submitting to them? +
Anyway. I think preprints should be linked to final version somehow, and so far it doesn't seem like they are. With preprints in PubMed, linking those records would be a good way to facilitate that, and there's precedence for linking with retractions and comments.

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