I dont see a reason to link the marketboards across servers. The marketboard prices vary from server to server because that is the nature of the market boards. Everything relies on Supply and Demand and that servers' needs. Linking Market Boards could cause certain servers' economies to collapse making it harder for players to earn money or the opposite, inflate prices to the point where folks cant afford anything or feel they are forced to do the unthinkable and turn to buying gil.

There really is no need to link the servers' MBs though, most everything in the game can be farmed with just a bit of effort on the part of the player.