I've never really noticed it as a problem, but then again, I've never modeled anything in viz from scratch, so i guess my expectations are not high. The scenes can get heavy, but I've never had one that is unworkable. We always link, because there are always changes
We use vray, so that helps as well. Vray doesn't seem to care as much about large scenes, heavy geometry, etc. I've thrown some gigantic scenes at vray and it always renders them.