Its preferable to join slings with metal but when it comes to anchors it makes no difference. If you are putting enough force through your anchor that a sling at 50% strength sling would break then you are doing something very wrong.
If you need to join 2 slings use a crab, if no crab then you can knot them to your hearts content. Unless you decided to tie all your slings together to make one giant sling that you may take a 40 ft whipper onto then you will probably be grand.