You can't link categories; you can link the products in them. If you want to decouple the products in two categories, you can use the Multiple Categories Link Manager (click the "c" button on a product, and click Multiple Categories Link Manager at the bottom):
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Global Category Link Changes and Master Category ID Reset
Copy ALL Products in a Category as LINKED Products to another Category ...
Example: Using 8 and 22 would Link ALL Products in Category 8 to Category 22
Select All Products in Category: Link to Category:
Remove ALL Products in a Category that are LINKED Products to another Category ...
Example: Using 8 and 22 would Unlink ALL Products in Category 8 from Category 22
Select All Products in Category: Remove from being Linked to Category:
Remove the smaller set of products, and then recopy them using copy/duplicate.