You don't really need to have them linked to get the guaranteed connection either (according to several CSRs that I spoke to).
You're correct, they don't have to be linked to get the guaranteed connection. However, linking is still a very good idea. Here's why:
1)If a train is late and could potentially miss a connection, Amtrak goes to look to see how many passengers are connecting. The more passengers that are connecting make it more likely that Amtrak may hold the other train or decide to bus everyone to catch up to the other train. So by not linking, you could be causing you and others to be stuck in a hotel that night and potentially even lose your room the next day if rooms are sold out on the next day's train.
2) If a connection is going to be missed, Amtrak often starts working ahead of time to make overnight arrangements and rebooking for the next day, based upon those passengers that are listed as connecting. If they don't know you're connecting, they aren't doing anything for you in advance. That could mean that you get shut out of the sleepers on the next day.
So again, while not required for the guarantee, it's still a good idea to link.