Robustness Analysis / Communication - Class Diagram

When producing Class Diagrams, according to the Robustness Analysis approach we use entity classes appearing in the Communication Diagram to produce the respective Class Diagram.
My question is whether it is wrong to establish associations in the Class Diagram, when no links (message exchange) appears in the respective Communication Diagram.

No, it is not wrong to have differing links between your communication and class diagrams because the mentality behind them are completely different.

Specifically, two classes can have a relationship but that does not necessarily mean that they communicate with each other through that relationship.