Just stumbled across this, after meeting Karen Coyle here at DC2008. A nice account of why we might care about linking information (and linking data):
Much like people, the real meaningfulness of information is how it interacts with others of its kind. Information that is alone or out of context is inert and cannot reach its potential. Usability is the key to information value, but usability can rarely be applied to any individual information unit. When libraries buy or gather bits of information in the form of books or journals or web sites, they do so with the express goal of making all of the information in their collection usable in the context of the library. A modern scientific treatise should be bolstered by the classical thinking that made it possible. Works promoting one political or moral point of view should sit on the shelf beside those promoting the opposite view. There are millions of invisible hyperlinks between these works that can be discovered by alert readers following Myst-like clues buried deep in the texts.