Linking other Revit models to a Revit project file is a powerful functionality, which among other uses, allows combining separate buildings with different configurations of floor levels into one complex. Unfortunately Revit does not allow opening at the same time the linked models and the project (master) file, to which they are linked. This makes e.g. analysing different massing options of such a complex quite inconvenient.
If however, we enable worksharing in the linked models (making them Central Files) and open the Local Files created out of them together with the master file, Revit does not object. This is because the Local Files are not directly linked to the master file. Saving changes to Central in those opened Local Files and then reloading the link in the master file results in achieving the desired functionality.
Master file and Local Files opened together Diagram showing Local Files linked to the master file via their Central Files