Nope. All of your guys' link % gets reset each game, so losing something with a "high" (if you can call ~42% that...) is the norm. Just go out and get the better Pokemon for the individual characters and be done with it.
Edit: And training at the beginning isn't so much that it's not smart, it's that training guys that aren't Warlords isn't that great an idea, as the Warlords' evolutions are generally much better than any generic (and Warlords in the main story don't really matter in that they can't evolve outside of the main character). Getting good Pokemon, however, is perfectly fine. Especially in the main story, as you don't have any time limit or pressure on you.
"A shouted order to do something of dubious morality with an unpredictable outcome? Thweeet!" My FC is in my profile.