This may be the case for the interactive linking. But you can definitely do it via scripting. There's even an example for that on the page which I linked.
This is useful when a signal from many objects is connected to a single callback and the sender must be identified:
print("Button was pressed: ", which.get_name())
for b in get_node("buttons").get_children():
b.connect("pressed", self, "_button_pressed",[b])
Natrually, that loop in _ready is just an example. It may be advisable to put such a loop in a separate function and call it itself (recursive) in case a node has children on its own. You can also check a node with i.e. "if b is Button:" or "if b is GroupButton:" to limit the connect to buttons only.