The "rule" is pretty simple:

If your kilt's gonna fly-up in a breeze, or is made out of a thin material that might have it raising when you turn... have the decency to wear a kilt pin on the front apron to weigh it down. You do not connect the front and lower aprons, unless the situation is drastically windy. Usually the weight of the pin will hold the apron down enough.

It's not so much a matter of fashion, as much as it's a need for common courtesy in "pleat lifting" conditions.