There is precedence in the series for it, but I agree with Lemuria; I think it would be a struggle to to fit it into the game now since the combat system wasn't designed around it. There would also need to be dozens and dozens of differing skill combos to accommodate any party make up or else risk certain parties missing out on this feature and balancing them all would be tricky.

That said, If Square wants to do it, I'm all for it :P I enjoyed Skill chains in FFXI and Crystal Chronicles.