I don't see any advantage to linking them together other than one less intake and return.
First, by linking them, you completely lose the mechanical filtration of one canister. Second, i would be concerned about burning out the motors for on the filters. I am not sure of the affect of have 2 pumps pull from just one intake or the pushing of water from one filter into the pull of another. Also, should one filter pump burn out or stop working, it would probably burn out the second one also.
If you are looking to remove clutter in your tank, you might consider having both filters pull from a large intake (plumbed separately) and having the returns come together into one large return.
Again, I would not do it. You really don't gain anything from it and could very likely ruin 2 filters.
Not worth the risk.