You can implement this apparently with a plugin: Discourse Wikilinks Plugin - Plugin - Discourse Meta
For me the major benefit of integration in one place is that i can just type ctrl+k and start searching for posts or wiki entries to link to and can easily filter for wiki by starting with wiki. This compares to having to go to another site and look for the entry. This and the overall UX fluidity is the attraction of separate but integrated. This is why i think LessWrong does it this way.