I think the value of chain linking is that you can create designated fixed subgroups so you don’t have to reselect those characters individually each time you want to move them collectively. It definitely needs some fine tuning to work optimally. It would be nice if you could select two characters and hit crtl G to group and upgroup them like a strategy game, and if the UI made it more obvious when characters were grouped so you don’t run into the issue of accidentally causing characters to traverse across the map when you don’t want them to.
This map will be far more interactive then prior games, so I think it makes sense that you control only one character directly and the rest are following.