You can link bookings, but it doesn't help when the going gets tough
The good news is that you can link bookings (I've done it recently) - but the bad news is that it's not worth much with serious disruptions (which I experienced with the volcano eruptions last year).
Anyway, to link bookings call KLM reservations. Their Amsterdam reservations number (+31204747747) outside of European office hours is the best as the call centre agents are the most experienced and have special clearance, which means they don't have to get permission for everything they do. Ask them to link the bookings, which they will. It helps for getting seats together and it means that when there are disruptions they at least realise that you are travelling together.
However, when the going gets really rough, linked bookings don't necessarily help that much. My family was travelling to AMS from KUL around the time of the volcanic eruptions in Iceland. I was on an award ticket and the rest were travelling as regular passengers. We combined the bookings well before travel. Once our flight got cancelled they said they could only offer me a seat to AMS on the next flight, and not the rest of my family, because I had status with KLM and my family didn't. In the end they could only find my family seats on a flight weeks after our original departure date (whereas I could leave the next day).
I realise it was an unusual situation but it shows linked bookings will only go so far. My guess is that in most situations - though - linked bookings are good enough. I hope this helps.