This would be particularly helpful for messaging mechanisms that support fan-out and batch processing. Because each message in a batch is not necessarily mapped 1-1 with a single traceparent, OTEL instrumentation uses links to associate the trace for "receiving" the message(s) with the parent span, rather than setting a parent span directly.
HyperDX does not currently display linked spans in the trace view, but it would be extremely nice if it did. Currently such spans simply appear as orphans.