Being told your reservations are linked means you can stay in the same room for the whole reservation.
From past experience, you will find that you have to get new cards at the start of the next reservation, as your cards will not work.
This is a quirk that really needs to be fixed.
I had 3 reservations using my own points. We returned from the parks late at night to find our cards did not work. Two days later, again cards don't work. We had 3 sets of cards for a 6 night stay.
Before our trip, MS assured me everything was properly linked. At check in, I was told all properly linked.
What a nuisance!