Well, I have a cautionary tale that might help to clarify the situation. Yesterday, after maintenance in the US, inhabitants of very recently connected realms Nesingwary and Vek'nilash happened upon some highly unusual issues. Players were logging in and discovering their characters were gone. Disappeared. And players who could still see all their characters on the login screen could only access a few of them.
Other players weighed in with their stories of being unable to access guild banks, guild bank logs being years out of date, and more. 14 hours later, at the time of writing, and it only seems to be getting weirder, with characters flagged for rename, and duplicates or copies of long-deleted characters starting to appear. Players are starting to panic and grabbing their names with level one alts for security. Blizzard blue Vrakthris has been doing his best to help, giving players a code to put in tickets so they could all be dealt with swiftly, but this doesn't seem like it's been resolved just yet.
The changes reported in the forum thread do, at least, indicate that action is underway and therefore a fix is in the works, but with technology as new as this it's hard to know just how long it might take and what the consequences might be for the rename-flagged characters on Nesingwary.
So was that cautionary enough for you? Are you still upset that your realms haven't been linked yet? This is really new tech for Blizzard, and while the realm links have been largely stable and successful up to this point, this just indicates what can happen in niche cases. They are no doubt doing their best to fix the issues this has caused, and the current connected realm schedule may take a hit while these problems are rectified on Nesingwary. Better safe than sorry.
In the meantime, if you are affected by this, check out Vrakthris' instructions on how to deal with the issue. Remember that you can submit tickets in-game or directly via battle.net if you can't get in-game at all. Do follow Vrakthris' instructions carefully, and ensure you include the NESSCHAR code.