if the commands are not linked and do not need to be linked, don't worry about it.
For example, you have commands that are not used by the report proper, they are just to populate parameter selections
Or you have a table that is just one row that you pull data from for display (I pass in a parameter table in addition to a data table from a stored proc)
If you are looking to pull data from all the tables in the report, then you should link them to tables as appropriate
It's all a matter of what you using the tables for