I have seen it done on a much larger scale. Someone had a room with multiple tanks, with "bridge" tunnels going all over the ceiling, through the walls...everywhere. However, I believe they had cichlids, not labyrinth fish.
If you are thinking on a small scale, it wouldn't be an issue unless there was potential for the fish to get stuck in the bridge, as there is breathable air on both sides. Just like there is no breathable air in a water tower, but the fish can swim out and breathe elsewhere.