This question has popped up a lot in the past. I've even debated it myself. The biggest point is personal preference - whatever works best for you.
There are a lot of points to consider such as length of each book, story arcs, casts, etc. I know people who have posted different books in their series as different links and they've done okay. The biggest point I've noticed for them is marketing. They leave notes indicating that there is more to the story. If a reader truly likes the world you are presenting, they''ll subscribe to the next book.
With posting under one link, my series involves several shorter stories. It was easier for me to post them all under one link for readers to binge. Since a lot of my storylines intertwine, I needed the stories to be read in sequence (like a good TV drama). I tried posting them as separate links but people would read them out of order and get confused.
*As a reader, I tend to pay attention to the number of chapters and how the story arcs work. If your first book is a complete arc, let it be. I tend to stop reading stories if the number of chapters goes on forever and the number of arcs keep going. Find the right balance and trust your gut.