It shouldn't matter. You'd link GA to AdWords for two things: get a more indepth view of your paid traffic in Analytics and have some GA information (mainly conversion related info) in AdWords (if you link the two accounts in AdWords, that is). I'd say you're better off linking it always. There are plenty of segmentation/differation possible within GA regardless.
Edit: if anything, it'd make your data more valuable, instead of have multiple sets with several variants, besides just the filters.