When I started playing TOAW, I would have been in favor of the linked scenarios -- for example, playing Rob Kunz' Road series is great, but a linkage would make the player much more aware of the effect of losses/replacements/etc. You no longer can freely burn out units to grab a few last VPs, there is a cost in the next scenario.
But that assumption was based on my need, as a beginner, to keep the scenario scale small-to-medium. And the assumption that finishing a 40 turn scenario, then catching up with real life, and then starting a new 40 turn linked scenario, that I would recall all my experiences from the earlier scenario. And that second assumption is wrong. But the small/medium scale is great, as most players just do not have the time month after month to complete long (75 turns or more) scenarios.
And then I got into designing, ...just getting the damned scenario to work is very very tough. Adding in a whole other option about possible starting strengths/positions/statuses for units, plus supply status, VP standings, TO's used/unused, events fired and possible future effects. I think the linkage idea would have use only in certain limited situations.
But as Klink outlined, designing a scenario to last 70 turns, and then offering variants of it, is another approach that I think would help many players, and be feasible as a designer. Bob Cross does something like that with his Cobra/France scenarios. (I'm looking at that approach for another project if I can ever get the Damned Scenario That Just Will Not Balance to balance.) Add in Telumar's approach with EEV-generated Early Scenario Ends and/or player-toggled Theater Options to End Normally when they think 'the game is stuck' are very helpful as well.