The only case where I would wonder out it are locked websites. I know one fanfiction author with a large personal site and you have to subscribe to her mailing list to get the password to the site.

She has a bunch of safeguards (for example against rightclicking), but technically could could find a way to just link to the separate stories and thereby circumvent the password thing. But this strikes me as a case where it's so obviously against the author's intention that I probably wouldn't do it.

With the non fanfiction equivalent for example being sites where you have to sign up or potentially pay for exclusive content.