This is a definitely needed feature, I absolutely agree with @Steven.
@Cerebrum, thank you for sharing, that is a useful mean to connect the other Brain.
Still, it would be great to have an easier mean and an opportunity to connect Brains and change Brains by following those links. It would be also good that the links would preserve when a Brain would move from local storage to the cloud. In case the connected brain is local, or access is restricted, the user could be informed of that.
One possible way to do so without a negative impact on performance is to allow importing several Thoughts from the other Brain and use those as anchors. The importing can be implemented as dragging as you, @Cerebrum, suggested.