The only real evidence that exists as to links between the two are individuals. Mansur al-Bayhani, who escaped from prison along with al-Wahayshi and al-Raymi, and was then killed in Somalia in June 2007 and Ibrahim al-Muqri, who also escaped in the same prison break, and was later arrested in Kenya on his way in or out of the country. Al-Muqri was subsequently returned to Yemen and then released earlier this year when the Yemeni government released 112 different individuals.
Beyond that, AQAP has made frequent mentions and devoted articles to fighting and aiding the fight in Somalia, but there has not been, to my knowledge, any evidence of cooperation between the two groups - and to suggest otherwise, I think, clouds an already murky picture and leads to decisions that often should have been more considered. When one is making decisions about possibly attacking targets in Somalia, as the NPR story suggests, I would think it would be helpful to base that decision on solid evidence rather than self-serving allegations, rumors and conjecture.
This is not to say that AQAP doesn't want connections in Somalia or isn't looking to expand in an effort to become an even bigger regional franchise, I just don't think they have made it yet, and I don't think the evidence supports either the fact that the suicide bombers trained in Somalia or that there are any concrete links between the two organizations.