I hope there are no curtain police, because I don't attach my lining at all at the sides. I was used to separate linings, hung from the same hooks. I liked the overall effect, but got frustrated with the awful header tape that was invariably used. When I first made curtains myself (over 30 years ago) I did away with the lining header tape and just hemmed the sides, sewing the linings in under the header tape, and let them both hang freely. As it works beautifully I am still doing it that way.