It's a tough call here for connected stories that aren't chapters or long stories split into parts by necessity due to the 10k submission limit. The response to long and multi-part stories falls off precipitously, so linking complete, connected stories risks feeding into that readership bias and hurting the overall performance of the linked stories.
I decided to go ahead and link mine up, because they're all Sci-Fi&Fantasy, Monster Sex, or Supernatural. Those categories don't get much traffic anyway, and the bias isn't nearly as strong with that readership. The benefit of the readership being able to quickly locate the connected stories is worth it for those, IMO.
Outside of that, I'd be hesitant. The series linking isn't noted in most listings, and isn't overly prominent on the story page itself. If something had a timeline where reading the stories out of order could cause someone to be confused, I'd seriously consider it. If someone gets married or has a kid in the second story for example, people discovering the first story after that would be thrown off-balance for at least a while. Major changes like that warrant a series listing to me.