If you think about the two-dimensional efficiency/robustness space you can pretty easily see how it's isomorphic to the return/volatility space by way of simple transformations. If yourself to be convinced that such a bridge exists you can also bring tools in the return/volatility space back into the efficiency/robustness space by applying the appropriate inverse transformations. Maybe the conclusions are common sense, but I'd still read a blog framing that process by way of analogy.

They're orthogonal for non-trivial decisions. Once you hit the efficient frontier of anything, you need to start making trade-offs.

That's a much more reasonable statement.

Add to that that if you optimize one from a set of orthogonal values, the other ones tend to decrease. And so you get to all the people claiming there's an intrinsic relation between them, on the face of a world of evidence.

They at least aren't in direct tension.