If you own multiple sites, should you link between them?

I am aware that owners of multiple niche affiliate sites do not link between their sites, to avoid competitors finding one site and then being able to click on all your other sites that you have linked, and stealing all of them instead of just one.

I am wanting to create two online courses (and possibly more in future) that have similar learning philosophy and content theme, each with their own website, however I am unsure whether they should be linked to one another.

Is the rule about not linking to your other sites only relevant to niche sites, or only relevant to niche sites precisely because they have unrelated subject matter to one another and want to protect them from competitors? Does the rule that applies to niche affiliate sites also apply to seperate online course wensites?

Could having a series of courses based around a learning method and theme be an advantage, because if a customer/user likes and buys one course they may also be interested buying your other course, or is it advisable to have strict seperation like with niche affiliate sites?

N.B If your recommendation is to have strict seperation, it would also mean having two completely different names for the website and course (which is fine, I don't have a problem with that), otherwise if your recommendation is to link them up and have a series then they will have similar names for the website and course.

Thanks for your help