Using XCTL or LINK or dynamic CALLs confines your processing to one CICS transaction.
If you so desire, you can design your application to spread different business functions across multiple transactions, passing data with a commarea.
Historically this wasn't done for a number of reasons. Thirty years ago, some CICS Systems Programmers felt transaction IDs were a limited resource and encouraged application designers to keep processing to the minimum number of transactions possible.
Security in CICS is handled at the transaction level, so your user must have authority to execute all transactions that comprise the business function they must perform.
Resources such as temporary storage queues are often named in part using the transaction ID to differentiate and keep them separate.
Prior to CICS TS version 2 (I think) the data to be shared between those transactions was limited to the size of a commarea (32K). All supported versions of CICS now have channels and containers, allowing you to pass significantly larger amounts of data.
My experience is that it is simpler to code and easier to maintain pseudo-conversational transactions with screen interactions if the code is all in one transaction. You really want your transactions to be pseudo-conversational or non conversational. I believe this to be the overriding reason you see transactions designed to use XCTL, LINK, or dynamic CALLs.