The only way of ensuring flights changes are the same for both of you is both tickets has to be on the same PNR. Linking is just a note to refer to the other PNR when agents are looking at the PNR information. The re-routing/re-scheduling within the IT system does not see this information.
Is one of you on a paid ticket and the other on a award ticket or the two tickets are redeemed from different SM accounts? If so then you will have two PNRs and they cannot be put under one PNR.