From my point of view, I don't mind one way or the other :) The masterlist is updated so all of the links are there. It's whether you think that having to click back here to find the next part might confuse readers or put them off. I'd hope not, but people are occasionally weird :)

Also, I'm not sure whether your journal is google-able or not, but if it is, you might find that people looking for fic find one of the parts, but there's nothing to link them back to the rest of the story. I've had that as a reader before, which is why I now always link my parts together in the posts, just in case (even though I've theoretically opted out of that) :)