Oh jeez, ok, I could just take your position and say "Where does it say you can't make one?" But i'll explain why he is asking if he can use this, and what the point value should be.
He added something to make the game more interesting, or in this case rather to just bulk his multi melta up a bit and make it more useful, Its not in the codex, which would be why he's asking for what he should make the points value, there is a multi-melta for the Dread already so its not that much of a stretch to say its twin linked, it doesn't make it uber powerful or anything.
So, for him, he wants it twin linked, so that requires he boosts the point value a bit (I'd say 10, 20 points), model it a bit so it looks "twin linked" and ask his opponents permission.
Whats wrong with that?
Demanding people read the Codex when it doesn't apply is rather rude of you, what would reading the codex do in this case, there isn't a rule in there that says "You CANNOT change or add anything to the game, period", its pretty commonly accepted that people like to change things and make stuff on their own that they think would be good, and its kept in line by the need to ask your opponents permission to use it.