The advantage in linking genes which contribute to the same metabolic pathway and expressing them together is one of efficiency. All of the needed parts are made at the same time, eliminating waste and allowing for rapid response to the need for that metabolic pathway.
Work Step by Step
To understand this, think about some task you perform which requires a number of tools. Perhaps it's cleaning dishes, for which you need hot water, dish soap, a scrubbie, a scrub brush, a bleach rinse. If all of those are available at the same time, you can get right to work. However, if you only had every other thing on that list, you would lose time gathering all of the materials and/or by doing the dishes part way, then finishing later when the rest of the needed materials became available.