Use this option as an absolute last resort.
Chaining makes test cases run one after another (sequentially) on the same executor machine (Virtual Machine) , which is almost against every automation best practice (independent test cases, highly paralyzed, maintainability, easy reporting, etc.).
It's only introduced as a feature for projects where for example, concurrent login with the same credentials was not possible. The QA team had no access to the Dev team (government projects) so their tests could not run in parallel and they have to chain it to make sure they will run one at a time.