In previous episodes, linking spells would work in this way - if two people are linked and either is hurt, the pain is felt by both. However, in this episode, when Bonnie links herself to Katherine, there is a scene when despite her resistance, Katherine's body forces her to follow Bonnie unwillingly. Linking spells don't mean that one has to forcibly follow the others movements or be at the same place. Other episodes have given no such indication - it has been shown that two people who are linked could be in two different places....HOWEVER there is nothing to say Bonnie didn't do a different linking spell...there are variations of spells so there could be a linking spell that forced Katherine to physically follow Bonnie.