Parent incidents aren't displaying that there is a related child incident, however the child incidents do show that there is a related parent incident.
London Patch 2
The wrong Related list is attached to the incidents.
Ensure that the correct Related list is being used, as several Related List labels are the same (although their relationship may be different)
Configure related lists and add the entry called 'Incident -> Parent Incident'. This is the related list for child incidents OOB.