JGoLink is a subclass of JGoDrawable, and JGoDrawable saves the pen and brush for all drawable objects.
In the XML you posted, it appears that you have defined a brush, a pen, and a highlight pen for the JGoLink. The JGoDrawable superclass of JGoLink is saving the brush with id "jgoid16". I assume that elsewhere in the xml (probably eariler) there is a definition or "jgoid16"? From what I can see, the generated XML looks fine.
I just put together a small sample application that creates 2 nodes and a link and specified a pen and a brush for the link. It saves the diagram and restores it and the brush for the link appears to be restored correctly, so I can't reproduce you problem.
Looking at the problem from another angle, are you sure you want to be specifying a brush for the JGoLink? Usually people just specify pens, as the JGoLink is basically just a stroke.