DontDestroyOnLoad objects cannot be linked with regulars??

Can someone explain me why I cannot link an object that has DontDestroyOnLoad with an object which hasn't (during runtime via the Editor)?
Like, I have a public Joystick variable in my Player class. Then I start the game and my Player class which is DDOL can then not be referred to the Joystick object which doesnt have it. I cannot drag&drop the Joystick into the variable.
How can I circumvent this and more importantly, what is the reason behind it?

 

Technically, DontDestroyOnLoad Objects are moved to their own separate scene at run time, and you cannot connect references across scenes in the editor.