Linking your game data allows you to register your initial game data so that it can be accessed from the same device again later if you reinstall or from devices other than the one you created your account on.
If you unlink your game data, you will no longer be able to access your game data from devices other than the original device and the game used to create your account.
If you lose access to your original account after unlinking your game data, you will be unable to recover your data.
Example: If you uninstall the game which you used to create your account and then reinstall the game on the same device, you will not be able to access your game data if you have unlinked your data.
If you want to unlink your game data, please contact support via Inquiries, which can be found on the game's title screen.