Dragon and Shanks seem to have different approaches. Maybe they'll link up as the final war looms. Dragon appears to be preparing his forces himself as his faction liberates nations while Shanks bet on Luffy but could still be preparing beyond that. He'd probably free Loki himself if he was still chained as a way to have greater chances against the World Government given how he spoke in the recent flashback. Perhaps they have spoken or will down the line. Ultimately, Luffy's the one who will be linked to the most groups trying to take down the WG (son of Dragon, brother of Sabo, the one Shanks bet on) so maybe Oda didn't feel a need for them to be connected prior.