Though the linked record (e.g. the erratum record you describe in your example) may be rejected by a screener, the primary accepted record will still show the connection to the linked record. It will not be removed or deleted from the review.
In terms of overall item numbers, you may obviously have a minor discrepancies in those included and those you wish to be considered in the review, but you could still mark the linked record as Included, rather than Excluded, after screening...
Unfortunately there is no formal method to prevent exclusion of linked records, though as you go through and link records, you could always give these a separate, specially-created, code (e.g. "Linked Items"). After screening, you could then right-click on this code and show all items with the code, and either mark them all as Included or go through them and decide whether you want to keep them or not...
I hope that helps, but do let us know if you would like more detailed information or suggested ways to address the issue. (EPPI Reviewer is very flexible in the way you can use codesets, so usually there is a way to achieve what you need to do, even if it is not included as a specific menu item or function.)
Kind regards,
Zak