Yeah, I think it would be nice if (dis)allowing inter-surface linked belts was a mod setting. But I'm not quite sure how to handle it.
Say the player builds a linked belt on one surface, it will not be linked yet, and then the player goes to another surface to build a linked belt there. Should the unlinked belt on the first surface be marked for deconstruction? or should it be kept unlinked (with the warning)? or should it be saved in memory so that when the player goes back to that surface and builds a linked belt, it will link to the one he placed before changing surfaces? Or the player could be prevented from placing linked belts on other surfaces until the first has been linked or deconstructed, but this seems to drastic to me.