DL does not "link" tickets. All it does is place a manual reference to the other tickets in the PNR notes. In the unlikely event that there a human being looks at the PNR notes, it might be useful. If you misconnect or have other IRRROPS, presumably you are on the phone or standing in front of an agent and can mention all of this. If this is an auto-rebook, the system won't "read" the PNR notes. On the other hand, "linking" does not affect upgrades or anything else either/