Definitely helps to link PNR's
For similar reasons (I purchase through corp travel dept, purchase wife's tkt separately) my wife and I often fly on different PNR's. Usually not a problem with seat assignments, benefits etc. However, for an upcoming flight AA changed the schedule and had to rebook us on another flight to make a connection. The PNR's weren't linked and AA was trying to be helpful by automatically rebooking us - but they booked us onto 2 different flights! I'm sure if our PNR's were linked they would have rebooked us onto the same flight at least!