nah they said that if one dies than the other would also probably die from shock, depending on how mentally attached they were at the time.
in the final battle when oromis dies, if u read it, you'll see that glaedr was wondering why oromis he wasnt mentally communicating with him that much, and their minds werent really linked.
and then when oromis died, glaedr didnt also die, instead glaedr charged with blind fury towards murtagh, before getting stabbed under his chin and then dying.
also, oromis dying was the saddest moment ever