ok, that one i have no idea about. sorry
all i know is it workes for me, though you may want to try save stating anyways as a safty
Edit: Ok, I see thats happening with the one i'm using now when i started a new game using green, [given i'm playing red and *cough* minipulating the game to get other pokemon i don't play green]. Since I'm having your problem i'll see what steps i should take to fix it. Oddly enough when i run red, it works.
Edit again: Well, intresting turn of events, aparently when i loaded green after loading red to test something, it is running off my red's save file on the green game. Figured that's worth shareing.
Edit third time's the charm: Well I ran some tests, some how i got it to save a battery of the game but other times it woulden't. Not sure what i did yet that got it to but i know one thing that works. Do a savestate then load the save state. if you ever need to reset the game use the reset command and the game should reset with no problems. In theory this should mean that linking won't be a problem because once your done, you let it save, then reset the rom, then savestate it and your fine.
That being said, you may as well auto load if your the only one that uses that emulator at home.
Also, i figured out that from what i learned on the 2nd edit, that only works if you don't have a battory file for the other pokemon game. I haven't played it long enough to test to see if it will allow me to capture pokemon on the other, save in game, load the other pokemon with the temp memory that is there, and see if they still work but i might do that later.