Hey.
I had the same issue.
This is the reason:
The sequencer spawns any cameras that are made inside the sequencer.
It will re-spawn these over and over again and cannot have links to anything as any links will be destroyed on each spawn.
solution:
rmb on camera in sequencer/convert to spawnable.
Now the level owns the camera and it is not re-spawned over and over again.
It can now be parented and whatever you need.