Personally, I don't care whether or not people hold hands during the Our Father, and I wish those who are preoccupied with this would find more important things to worry about. Not everything requires regulation.

That said, the Lord's Prayer is communal in nature. "Forgive us ... as we forgive." It is a call to both acknowledge our personal failures in relationship ("trespasses") and forgive those of others. 

If any liturgical moment would seem to call for the community to hold hands, this would be the one.