I'm so glad the work has been helpful for you.
Apparently there are a few different schools of Kriya yoga. I was initiated into Babaji's Kriya Yoga, which can be found on the internet. It's main discipline is Kriya Kundalini Pranayam, which is a sophisticated breath system I have not seen equaled. We were instructed to NEVER hold the breath, although it was not explained why. Leonard Orr developed the Rebirthing system from this, and introduced the idea of the connected breath as essential to the system.
Learning how to smoothly connect the in and out breath is another facet of the breath which can lead to subtle physiological-psychological deepenings. To me, it feels like the prana builds up more effectively, and that it leaks out if there is a short pause between in and out.
However, I also use the traditional breath of in-hold-out, with a ratio of 1:4:2, and find the long pause to be very effective in packing prana into the body. I have not found the short pause between in and out to be generally part of traditional, well-founded yogic breath techniques and practices, but of course I could be wrong.