Neither does Bishop Foys of Covington who has issued a decree clarifying the proper gestures and postures for Mass and says, among other things:
Special note should also be made concerning the gesture for the Our Father. Only the priest is given the instruction to “extend” his hands. Neither the deacon nor the lay faithful are instructed to do this. No gesture is prescribed for the lay faithful in the Roman Missal; nor the General Instruction of the Roman Missal, therefore the extending or holding of hands by the faithful should not be performed.This comes via Deacon Greg at The Deacon's Bench who has more pull quotes and a link to the overall decree.
To be fair, I have always known that you really aren't supposed to be doing this. I just didn't bring it up. Trying to keep the peace and all that jazz. But since it's been brought up ... I'll pass it along.